-27.3%
NCPL vs SPY
+14.6%
-42.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -12.4% |
| 7D | +28.2% | -0.7% | +28.9% | +29.7% |
| 30D | +6.8% | -1.0% | +7.9% | +6.8% |
| 3M | +226.4% | -0.3% | +226.7% | +222.6% |
| 6M | +274.0% | +7.3% | +266.7% | +218.6% |
| YTD | +113.6% | +13.3% | +100.3% | +64.0% |
| 1Y | -27.3% | +14.8% | -42.1% | -47.0% |
| All | -27.3% | +14.6% | -42.0% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling