+5.7%
NP vs SPY
+12.3%
-6.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.6% |
| 7D | -4.1% | +0.1% | -4.1% | -4.0% |
| 30D | -2.0% | -3.3% | +1.3% | -1.5% |
| 3M | -12.0% | -2.4% | -9.6% | -11.7% |
| 6M | -5.8% | +2.6% | -8.4% | -7.0% |
| YTD | -3.4% | +11.2% | -14.6% | -10.9% |
| All | +5.7% | +12.3% | -6.7% | -2.5% |
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 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