+133.7%
NTCT vs SPY
+828.4%
-694.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | +2.0% | +2.6% | -0.6% | -1.2% |
| 30D | -16.8% | -2.0% | -14.8% | -14.2% |
| 3M | -19.1% | -2.8% | -16.3% | -15.6% |
| 6M | -18.5% | +2.1% | -20.6% | -19.9% |
| YTD | +18.7% | +11.5% | +7.2% | +4.6% |
| 1Y | +19.0% | +13.5% | +5.5% | +2.7% |
| 3Y | +59.9% | +77.7% | -17.8% | -21.1% |
| 5Y | -0.3% | +72.6% | -73.0% | -50.8% |
| 10Y | +1.7% | +308.2% | -306.5% | -83.9% |
| All | +133.7% | +828.4% | -694.7% | -86.6% |
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