+6.0%
NLOP vs SPY
+17.1%
-11.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.7% | -2.0% | +0.3% | -1.2% |
| 30D | -4.9% | -1.7% | -3.2% | -4.4% |
| 3M | -7.3% | +4.7% | -12.0% | -8.6% |
| 6M | -0.1% | +12.5% | -12.6% | -5.2% |
| YTD | +3.1% | +11.7% | -8.6% | -1.9% |
| All | +6.0% | +17.1% | -11.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling