+42.7%
NAPR vs SPY
+78.7%
-36.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +0.5% | +0.5% | -0.1% | +0.2% |
| 30D | +0.8% | -0.9% | +1.8% | +1.3% |
| 3M | +2.4% | +3.9% | -1.4% | +0.4% |
| 6M | +11.4% | +14.5% | -3.1% | +3.6% |
| YTD | +12.4% | +12.9% | -0.6% | +5.2% |
| 1Y | +15.5% | +19.4% | -3.9% | +4.5% |
| 3Y | +42.7% | +78.5% | -35.7% | +4.7% |
| All | +42.7% | +78.7% | -36.0% | +4.7% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling