-100.0%
NCPL vs SPY
+767.0%
-867.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | +1.3% |
| 7D | -16.6% | +0.1% | -16.7% | -40.1% |
| 30D | +40.7% | +0.1% | +40.7% | +1.7% |
| 3M | -43.4% | +2.0% | -45.4% | -93.7% |
| 6M | +32.6% | +13.0% | +19.6% | -99.8% |
| YTD | -12.6% | +13.5% | -26.1% | -99.9% |
| 1Y | -69.6% | +20.0% | -89.6% | -100.0% |
| 3Y | -98.4% | +77.2% | -175.6% | -100.0% |
| 5Y | -99.9% | +81.9% | -181.8% | -100.0% |
| 10Y | -99.6% | +314.1% | -413.6% | -100.0% |
| All | -100.0% | +767.0% | -867.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling