-40.3%
NPCE vs SPY
+98.8%
-139.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | +8.8% | +0.1% | +8.7% | +8.7% |
| 3M | -8.7% | +2.0% | -10.7% | -10.4% |
| 6M | +6.8% | +13.0% | -6.2% | -4.7% |
| YTD | -3.5% | +13.5% | -17.0% | -14.4% |
| 1Y | +55.0% | +20.0% | +35.1% | +31.6% |
| 3Y | +66.9% | +77.2% | -10.3% | +4.0% |
| 5Y | -37.3% | +81.9% | -119.2% | -62.0% |
| All | -40.3% | +98.8% | -139.1% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling