+175.0%
NPK vs SPY
+312.5%
-137.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.6% |
| 7D | +2.6% | -0.4% | +2.9% | +2.8% |
| 30D | +7.9% | -1.4% | +9.3% | +8.8% |
| 3M | +13.3% | +3.7% | +9.6% | +10.6% |
| 6M | +4.9% | +13.0% | -8.1% | -2.8% |
| YTD | +40.0% | +12.4% | +27.6% | +30.1% |
| 1Y | +37.4% | +18.5% | +18.8% | +23.4% |
| 3Y | +122.8% | +77.6% | +45.2% | +55.0% |
| 5Y | +117.4% | +81.7% | +35.7% | +47.3% |
| 10Y | +175.0% | +319.7% | -144.6% | -2.3% |
| All | +175.0% | +312.5% | -137.5% | -2.3% |
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