-11.0%
NPCE vs SPY
+78.1%
-89.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.1% | -0.4% | -36.7% | -36.7% |
| 7D | -39.5% | +2.6% | -42.1% | -41.2% |
| 30D | -39.8% | -2.0% | -37.8% | -38.0% |
| 3M | -47.9% | -2.8% | -45.1% | -45.8% |
| 6M | -52.2% | +2.1% | -54.3% | -53.2% |
| YTD | -51.0% | +11.5% | -62.5% | -56.9% |
| 1Y | -41.0% | +13.5% | -54.4% | -49.1% |
| 3Y | -11.0% | +77.7% | -88.7% | -54.6% |
| All | -11.0% | +78.1% | -89.0% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling