-78.8%
NCPL vs SPY
+17.9%
-96.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.7% |
| 7D | -53.0% | -0.4% | -52.6% | -53.2% |
| 30D | +20.4% | -1.4% | +21.8% | +23.4% |
| 3M | -44.7% | +3.7% | -48.4% | -48.7% |
| 6M | +2.5% | +13.0% | -10.5% | -18.0% |
| YTD | -26.7% | +12.4% | -39.1% | -40.8% |
| All | -78.8% | +17.9% | -96.7% | -84.9% |
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