-99.2%
NTCL vs SPY
+29.6%
-128.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.1% | +11.3% |
| 7D | -16.3% | +0.1% | -16.4% | -16.2% |
| 30D | -28.7% | +0.1% | -28.8% | -28.8% |
| 3M | -98.1% | +2.0% | -100.1% | -97.8% |
| 6M | -87.2% | +13.0% | -100.2% | -84.1% |
| YTD | -88.4% | +13.5% | -101.9% | -85.4% |
| 1Y | -97.8% | +20.0% | -117.8% | -97.1% |
| All | -99.2% | +29.6% | -128.8% | -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 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