-99.2%
NTCL vs SPY
+28.3%
-127.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | 0.0% |
| 7D | +12.2% | -0.4% | +12.6% | +12.0% |
| 30D | -23.8% | -1.4% | -22.5% | -25.0% |
| 3M | -98.5% | +3.7% | -102.2% | -98.3% |
| 6M | -85.0% | +13.0% | -98.0% | -81.4% |
| YTD | -87.8% | +12.4% | -100.2% | -84.9% |
| 1Y | -97.5% | +18.5% | -116.0% | -96.8% |
| All | -99.2% | +28.3% | -127.5% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling