-100.0%
NCT vs SPY
+36.6%
-136.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +76.0% | +1.3% | +74.7% | +74.8% |
| 7D | -51.4% | -0.9% | -50.4% | -50.9% |
| 30D | -46.7% | -2.4% | -44.3% | -45.5% |
| 3M | -99.2% | -1.2% | -98.0% | -99.2% |
| 6M | -98.8% | +3.3% | -102.1% | -98.9% |
| YTD | -99.4% | +12.3% | -111.7% | -99.5% |
| 1Y | -99.9% | +12.4% | -112.3% | -99.9% |
| All | -100.0% | +36.6% | -136.6% | -100.0% |
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