+103.5%
NCZ vs SPY
+304.1%
-200.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -2.2% | -0.6% | -1.6% | -1.7% |
| 30D | -5.7% | -3.7% | -2.0% | -2.5% |
| 3M | -13.3% | -2.7% | -10.6% | -11.1% |
| 6M | -10.0% | +2.2% | -12.2% | -11.8% |
| YTD | +6.7% | +10.8% | -4.2% | -2.8% |
| 1Y | +5.1% | +11.2% | -6.2% | -4.6% |
| 3Y | +75.5% | +76.5% | -0.9% | +3.5% |
| 5Y | +12.6% | +72.9% | -60.3% | -32.5% |
| 10Y | +103.5% | +304.8% | -201.3% | -40.5% |
| All | +103.5% | +304.1% | -200.6% | -40.5% |
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 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