-86.7%
NCSM vs SPY
+270.3%
-357.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.5% |
| 7D | +9.3% | -0.1% | +9.4% | +9.4% |
| 30D | +22.4% | +2.9% | +19.4% | +18.7% |
| 3M | -4.0% | +1.0% | -5.0% | -4.8% |
| 6M | +30.3% | +12.1% | +18.3% | +14.1% |
| YTD | +35.1% | +12.8% | +22.3% | +17.4% |
| 1Y | +20.9% | +20.8% | +0.1% | -3.0% |
| 3Y | +210.2% | +76.0% | +134.1% | +50.6% |
| 5Y | +119.1% | +80.6% | +38.4% | -1.3% |
| All | -86.7% | +270.3% | -357.0% | -97.5% |
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