-99.1%
NCRA vs SPY
+116.7%
-215.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -23.4% | +0.5% | -23.9% | -23.5% |
| 30D | -10.2% | -0.9% | -9.2% | -10.0% |
| 3M | -54.6% | +3.9% | -58.5% | -55.2% |
| 6M | -83.2% | +14.5% | -97.8% | -83.9% |
| YTD | -93.1% | +12.9% | -106.0% | -93.3% |
| 1Y | -96.1% | +19.4% | -115.5% | -96.3% |
| 3Y | -96.2% | +78.5% | -174.7% | -96.8% |
| 5Y | -99.1% | +81.8% | -180.9% | -99.3% |
| All | -99.1% | +116.7% | -215.8% | -99.3% |
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