+29.2%
NP vs SPY
+16.5%
+12.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.4% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +0.1% | -0.9% | +1.0% | +0.3% |
| 3M | +30.2% | +3.9% | +26.3% | +28.8% |
| 6M | +57.9% | +14.5% | +43.4% | +41.2% |
| YTD | +9.9% | +12.9% | -3.0% | +0.4% |
| All | +29.2% | +16.5% | +12.8% | +13.4% |
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