-99.7%
NCPL vs SPY
+312.5%
-412.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | +22.9% |
| 7D | -53.0% | -0.4% | -52.6% | -97.6% |
| 30D | +20.4% | -1.4% | +21.8% | -92.0% |
| 3M | -44.7% | +3.7% | -48.4% | -100.0% |
| 6M | +2.5% | +13.0% | -10.5% | -100.0% |
| YTD | -26.7% | +12.4% | -39.1% | -100.0% |
| 1Y | -77.7% | +18.5% | -96.2% | -100.0% |
| 3Y | -98.6% | +77.6% | -176.2% | -100.0% |
| 5Y | -99.9% | +81.7% | -181.6% | -100.0% |
| 10Y | -99.7% | +319.7% | -419.3% | -100.0% |
| All | -99.7% | +312.5% | -412.2% | -100.0% |
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