-95.1%
NCRA vs SPY
+18.1%
-113.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.9% | +0.9% | +19.0% | +19.7% |
| 7D | +23.2% | -0.8% | +24.0% | +23.3% |
| 30D | -4.7% | -1.1% | -3.6% | -4.6% |
| 3M | -37.0% | +3.9% | -40.9% | -38.2% |
| 6M | -78.6% | +13.6% | -92.2% | -81.4% |
| YTD | -91.2% | +12.7% | -103.9% | -92.2% |
| 1Y | -95.1% | +17.5% | -112.6% | -95.6% |
| All | -95.1% | +18.1% | -113.3% | -95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling