+97.0%
NAPR vs SPY
+235.0%
-138.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | 0.0% |
| 7D | -0.1% | -0.9% | +0.8% | +0.4% |
| 30D | -1.4% | -2.4% | +1.0% | -0.2% |
| 3M | +0.9% | -1.2% | +2.1% | +1.4% |
| 6M | +2.6% | +3.3% | -0.7% | +0.8% |
| YTD | +12.5% | +12.3% | +0.2% | +5.6% |
| 1Y | +14.3% | +12.4% | +1.8% | +7.2% |
| 3Y | +40.0% | +78.8% | -38.8% | +2.5% |
| 5Y | +57.0% | +75.2% | -18.1% | +12.6% |
| All | +97.0% | +235.0% | -138.0% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling