+108.7%
NOCT vs SPY
+185.2%
-76.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.4% | +0.1% | +0.2% | +0.3% |
| 30D | +1.4% | +0.1% | +1.3% | +1.3% |
| 3M | +2.5% | +2.0% | +0.5% | +1.5% |
| 6M | +10.4% | +13.0% | -2.6% | +4.0% |
| YTD | +10.4% | +13.5% | -3.1% | +3.8% |
| 1Y | +13.9% | +20.0% | -6.0% | +4.3% |
| 3Y | +51.3% | +77.2% | -25.9% | +15.1% |
| 5Y | +64.5% | +81.9% | -17.4% | +22.1% |
| All | +108.7% | +185.2% | -76.5% | +27.5% |
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 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