+157.9%
NPK vs SPY
+311.8%
-153.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.3% |
| 7D | -4.2% | -0.9% | -3.2% | -3.5% |
| 30D | -3.3% | -2.4% | -1.0% | -1.9% |
| 3M | +3.7% | -1.2% | +4.9% | +4.5% |
| 6M | +1.8% | +3.3% | -1.4% | -0.3% |
| YTD | +35.3% | +12.3% | +23.0% | +25.9% |
| 1Y | +45.8% | +12.4% | +33.3% | +35.5% |
| 3Y | +97.5% | +78.8% | +18.7% | +37.2% |
| 5Y | +96.9% | +75.2% | +21.7% | +37.0% |
| 10Y | +157.9% | +311.1% | -153.2% | -1.0% |
| All | +157.9% | +311.8% | -153.8% | -1.0% |
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 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