+96.7%
NAPR vs SPY
+235.3%
-138.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | +0.8% | -1.4% | +2.2% | +1.5% |
| 3M | +2.8% | +3.7% | -1.0% | +0.8% |
| 6M | +11.1% | +13.0% | -1.9% | +4.1% |
| YTD | +12.3% | +12.4% | -0.1% | +5.4% |
| 1Y | +15.4% | +18.5% | -3.2% | +5.2% |
| 3Y | +42.6% | +77.6% | -35.0% | +4.8% |
| 5Y | +58.5% | +81.7% | -23.2% | +12.5% |
| All | +96.7% | +235.3% | -138.7% | +12.3% |
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