-99.9%
NCTY vs SPY
+850.1%
-950.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | +6.6% | +0.1% | +6.5% | +6.4% |
| 30D | -6.0% | +0.1% | -6.1% | -6.1% |
| 3M | +0.6% | +2.0% | -1.3% | -1.1% |
| 6M | -27.3% | +13.0% | -40.3% | -34.7% |
| YTD | -26.4% | +13.5% | -39.9% | -33.8% |
| 1Y | -48.2% | +20.0% | -68.2% | -55.3% |
| 3Y | -39.9% | +77.2% | -117.1% | -62.2% |
| 5Y | -97.0% | +81.9% | -178.9% | -98.0% |
| 10Y | -99.1% | +314.1% | -413.2% | -99.7% |
| All | -99.9% | +850.1% | -950.0% | -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