+101.4%
NOCT vs SPY
+180.0%
-78.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +1.8% | +2.6% | -0.7% | +0.6% |
| 30D | -3.7% | -2.0% | -1.7% | -2.8% |
| 3M | -2.9% | -2.8% | -0.1% | -1.6% |
| 6M | 0.0% | +2.1% | -2.1% | -1.0% |
| YTD | +6.6% | +11.5% | -4.9% | +1.1% |
| 1Y | +8.4% | +13.5% | -5.1% | +1.9% |
| 3Y | +40.6% | +77.7% | -37.1% | +7.0% |
| 5Y | +53.0% | +72.6% | -19.6% | +16.0% |
| All | +101.4% | +180.0% | -78.6% | +24.1% |
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