+2,037.5%
NC vs SPY
+3,045.4%
-1,007.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.3% |
| 7D | +5.7% | +3.3% | +2.4% | +2.1% |
| 30D | 0.0% | -2.7% | +2.7% | +2.7% |
| 3M | -15.7% | -1.7% | -14.0% | -14.5% |
| 6M | -27.8% | +3.1% | -30.9% | -30.9% |
| YTD | -27.1% | +11.9% | -39.0% | -36.3% |
| 1Y | -28.6% | +12.0% | -40.6% | -37.7% |
| 3Y | +8.7% | +78.2% | -69.5% | -44.3% |
| 5Y | +17.3% | +73.2% | -55.9% | -38.7% |
| 10Y | +120.1% | +309.6% | -189.6% | -58.2% |
| All | +2,037.5% | +3,045.4% | -1,007.9% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling