+115.3%
NPK vs SPY
+81.8%
+33.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.6% |
| 30D | +6.2% | -0.9% | +7.1% | +6.7% |
| 3M | +12.7% | +3.9% | +8.8% | +10.0% |
| 6M | +7.4% | +14.5% | -7.2% | -1.0% |
| YTD | +38.2% | +12.9% | +25.3% | +28.4% |
| 1Y | +35.1% | +19.4% | +15.7% | +21.4% |
| 3Y | +120.0% | +78.5% | +41.6% | +56.8% |
| 5Y | +115.3% | +81.8% | +33.6% | +47.6% |
| All | +115.3% | +81.8% | +33.6% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling