-99.2%
NCTY vs SPY
+322.5%
-421.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.9% | +10.9% | +10.7% |
| 7D | -10.9% | -0.8% | -10.1% | -9.8% |
| 30D | +4.5% | -1.1% | +5.6% | +6.1% |
| 3M | -8.7% | +3.9% | -12.6% | -12.5% |
| 6M | -32.6% | +13.6% | -46.2% | -41.7% |
| YTD | -34.4% | +12.7% | -47.1% | -42.3% |
| 1Y | -58.9% | +17.5% | -76.4% | -65.1% |
| 3Y | -40.3% | +76.9% | -117.2% | -66.9% |
| 5Y | -96.8% | +83.6% | -180.4% | -98.2% |
| All | -99.2% | +322.5% | -421.6% | -99.7% |
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