+1,435.9%
NPK vs SPY
+3,015.5%
-1,579.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -4.0% | -0.6% | -3.4% | -3.6% |
| 30D | -4.0% | -3.7% | -0.3% | -1.6% |
| 3M | +5.9% | -2.7% | +8.6% | +7.8% |
| 6M | +2.2% | +2.2% | 0.0% | +0.7% |
| YTD | +37.4% | +10.8% | +26.5% | +28.6% |
| 1Y | +47.9% | +11.2% | +36.7% | +38.2% |
| 3Y | +100.5% | +76.5% | +24.0% | +38.1% |
| 5Y | +103.1% | +72.9% | +30.1% | +40.0% |
| 10Y | +166.9% | +304.8% | -137.9% | +4.0% |
| All | +1,435.9% | +3,015.5% | -1,579.6% | +171.6% |
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 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