+25.8%
NCSM vs SPY
+20.1%
+5.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.4% |
| 7D | +9.3% | -0.1% | +9.4% | +9.4% |
| 30D | +22.4% | +2.9% | +19.4% | +19.2% |
| 3M | -4.0% | +1.0% | -5.0% | -5.0% |
| 6M | +30.3% | +12.1% | +18.3% | +21.1% |
| YTD | +35.1% | +12.8% | +22.3% | +24.6% |
| All | +25.8% | +20.1% | +5.8% | +29.1% |
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