-12.3%
NCEW vs SPY
+28.8%
-41.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.8% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | +8.3% | -1.4% | +9.7% | +8.5% |
| 3M | -9.3% | +3.7% | -13.0% | -9.7% |
| 6M | +107.3% | +13.0% | +94.3% | +100.6% |
| YTD | +204.3% | +12.4% | +191.9% | +194.7% |
| 1Y | +227.3% | +18.5% | +208.7% | +210.4% |
| All | -12.3% | +28.8% | -41.1% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling