-40.9%
NPCE vs SPY
+97.7%
-138.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.4% |
| 30D | -0.5% | -0.9% | +0.5% | +0.4% |
| 3M | -5.6% | +3.9% | -9.5% | -8.9% |
| 6M | +5.2% | +14.5% | -9.3% | -7.3% |
| YTD | -4.4% | +12.9% | -17.3% | -14.7% |
| 1Y | +52.0% | +19.4% | +32.6% | +29.7% |
| 3Y | +78.9% | +78.5% | +0.5% | +11.1% |
| 5Y | -33.0% | +81.8% | -114.8% | -59.3% |
| All | -40.9% | +97.7% | -138.6% | -65.8% |
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