+247.9%
NCZ vs SPY
+1,058.7%
-810.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | -0.2% |
| 7D | -1.5% | -0.9% | -0.6% | -0.8% |
| 30D | -5.5% | -2.4% | -3.1% | -3.5% |
| 3M | -12.1% | -1.2% | -11.0% | -11.2% |
| 6M | -10.0% | +3.3% | -13.3% | -12.5% |
| YTD | +7.7% | +12.3% | -4.6% | -2.8% |
| 1Y | +6.4% | +12.4% | -6.1% | -4.1% |
| 3Y | +77.2% | +78.8% | -1.6% | +4.9% |
| 5Y | +13.0% | +75.2% | -62.1% | -31.9% |
| 10Y | +102.8% | +311.1% | -208.3% | -42.3% |
| All | +247.9% | +1,058.7% | -810.8% | -55.3% |
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