-92.7%
NCPL vs SPY
+79.4%
-172.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -7.1% |
| 7D | +31.9% | -0.9% | +32.8% | +33.7% |
| 30D | +20.8% | -2.4% | +23.1% | +23.5% |
| 3M | +431.4% | -1.2% | +432.6% | +436.8% |
| 6M | +322.7% | +3.3% | +319.4% | +308.4% |
| YTD | +181.8% | +12.3% | +169.5% | +151.1% |
| 1Y | -4.6% | +12.4% | -17.1% | -15.1% |
| All | -92.7% | +79.4% | -172.0% | -96.8% |
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