+297.4%
NCA vs SPY
+3,059.5%
-2,762.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.2% | -0.4% | -0.9% | -1.2% |
| 30D | -2.7% | -1.4% | -1.4% | -2.6% |
| 3M | -2.9% | +3.7% | -6.6% | -3.3% |
| 6M | -1.4% | +13.0% | -14.4% | -2.9% |
| YTD | +1.5% | +12.4% | -10.8% | 0.0% |
| 1Y | +6.5% | +18.5% | -12.1% | +4.1% |
| 3Y | +17.5% | +77.6% | -60.1% | +8.9% |
| 5Y | +0.6% | +81.7% | -81.1% | -7.4% |
| 10Y | +14.6% | +319.7% | -305.1% | -4.9% |
| All | +297.4% | +3,059.5% | -2,762.1% | +143.2% |
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