-98.3%
NCPL vs SPY
+79.7%
-178.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -7.9% |
| 7D | -16.6% | +0.1% | -16.7% | -17.3% |
| 30D | +40.7% | +0.1% | +40.7% | +40.3% |
| 3M | -43.4% | +2.0% | -45.4% | -44.6% |
| 6M | +32.6% | +13.0% | +19.6% | +17.2% |
| YTD | -12.6% | +13.5% | -26.1% | -22.8% |
| 1Y | -69.6% | +20.0% | -89.6% | -74.3% |
| All | -98.3% | +79.7% | -178.0% | -98.8% |
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