+14.4%
NCA vs SPY
+322.5%
-308.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -2.7% | -1.1% | -1.7% | -2.6% |
| 3M | -3.1% | +3.9% | -6.9% | -3.8% |
| 6M | -3.8% | +13.6% | -17.4% | -6.1% |
| YTD | +1.8% | +12.7% | -10.9% | -0.5% |
| 1Y | +6.0% | +17.5% | -11.5% | +2.8% |
| 3Y | +16.3% | +76.9% | -60.6% | +4.1% |
| 5Y | +1.4% | +83.6% | -82.2% | -10.5% |
| All | +14.4% | +322.5% | -308.0% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling