-99.9%
NCPL vs SPY
+81.8%
-181.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.5% | -12.4% | -12.4% |
| 7D | -36.6% | +0.5% | -37.2% | -37.4% |
| 30D | +22.1% | -0.9% | +23.1% | +23.3% |
| 3M | -49.0% | +3.9% | -52.9% | -51.4% |
| 6M | +2.4% | +14.5% | -12.1% | -11.9% |
| YTD | -23.9% | +12.9% | -36.9% | -33.4% |
| 1Y | -75.4% | +19.4% | -94.8% | -79.6% |
| 3Y | -98.5% | +78.5% | -177.0% | -99.2% |
| 5Y | -99.9% | +81.8% | -181.7% | -100.0% |
| All | -99.9% | +81.8% | -181.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling