-100.0%
NCPL vs SPY
+757.5%
-857.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -38.1% |
| 7D | +31.9% | -0.9% | +32.8% | +12.1% |
| 30D | +20.8% | -2.4% | +23.1% | -16.2% |
| 3M | +431.4% | -1.2% | +432.6% | +79.0% |
| 6M | +322.7% | +3.3% | +319.4% | -89.6% |
| YTD | +181.8% | +12.3% | +169.5% | -99.9% |
| 1Y | -4.6% | +12.4% | -17.1% | -100.0% |
| 3Y | -92.7% | +78.8% | -171.5% | -100.0% |
| 5Y | -99.7% | +75.2% | -174.9% | -100.0% |
| 10Y | -98.7% | +311.1% | -409.8% | -100.0% |
| All | -100.0% | +757.5% | -857.5% | -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