+45.8%
NPK vs SPY
+13.0%
+32.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.6% |
| 7D | -4.2% | -0.9% | -3.2% | -3.3% |
| 30D | -3.3% | -2.4% | -1.0% | -1.3% |
| 3M | +3.7% | -1.2% | +4.9% | +4.7% |
| 6M | +1.8% | +3.3% | -1.4% | -1.4% |
| YTD | +35.3% | +12.3% | +23.0% | +19.1% |
| 1Y | +45.8% | +12.4% | +33.3% | +28.4% |
| All | +45.8% | +13.0% | +32.8% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling