-6.8%
NCEW vs SPY
+28.1%
-34.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.2% |
| 7D | +16.6% | -2.0% | +18.5% | +16.8% |
| 30D | +12.0% | -1.7% | +13.7% | +12.2% |
| 3M | -6.7% | +4.7% | -11.5% | -7.4% |
| 6M | +127.5% | +12.5% | +115.0% | +120.2% |
| YTD | +223.0% | +11.7% | +211.3% | +213.1% |
| 1Y | +294.4% | +17.5% | +276.9% | +274.7% |
| All | -6.8% | +28.1% | -34.9% | -6.5% |
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