-99.8%
NCT vs SPY
+35.9%
-135.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -6.9% |
| 7D | -42.2% | -2.0% | -40.2% | -41.3% |
| 30D | -91.9% | -1.7% | -90.2% | -92.2% |
| 3M | -90.2% | +4.7% | -94.9% | -91.2% |
| 6M | -92.0% | +12.5% | -104.5% | -93.4% |
| YTD | -93.9% | +11.7% | -105.6% | -94.9% |
| 1Y | -99.2% | +17.5% | -116.7% | -99.3% |
| All | -99.8% | +35.9% | -135.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling