+285.3%
NCZ vs SPY
+1,071.6%
-786.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -1.3% | +0.1% | -1.3% | -1.3% |
| 3M | +0.2% | +2.0% | -1.8% | -1.6% |
| 6M | +10.3% | +13.0% | -2.7% | -1.0% |
| YTD | +19.3% | +13.5% | +5.7% | +6.5% |
| 1Y | +25.7% | +20.0% | +5.7% | +7.0% |
| 3Y | +79.3% | +77.2% | +2.1% | +7.0% |
| 5Y | +26.5% | +81.9% | -55.4% | -26.3% |
| 10Y | +109.1% | +314.1% | -205.0% | -40.9% |
| All | +285.3% | +1,071.6% | -786.3% | -51.0% |
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