-47.4%
NPCE vs SPY
+94.8%
-142.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +2.7% |
| 7D | +6.3% | +0.1% | +6.2% | +6.4% |
| 30D | +3.6% | -3.3% | +6.9% | +7.2% |
| 3M | -11.5% | -2.4% | -9.1% | -9.3% |
| 6M | -28.5% | +2.6% | -31.1% | -30.0% |
| YTD | -15.0% | +11.2% | -26.3% | -22.9% |
| 1Y | 0.0% | +13.4% | -13.4% | -10.6% |
| 3Y | +69.5% | +79.9% | -10.4% | +5.5% |
| 5Y | -20.5% | +72.2% | -92.7% | -49.6% |
| All | -47.4% | +94.8% | -142.2% | -69.0% |
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