+441.7%
NPKI vs SPY
+3,091.8%
-2,650.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | +0.5% | +0.1% | +0.3% | +0.3% |
| 30D | -2.7% | +0.1% | -2.7% | -2.8% |
| 3M | -9.6% | +2.0% | -11.6% | -11.8% |
| 6M | -6.0% | +13.0% | -19.1% | -19.5% |
| YTD | +10.9% | +13.5% | -2.6% | -5.4% |
| 1Y | +24.4% | +20.0% | +4.4% | -0.9% |
| 3Y | +115.7% | +77.2% | +38.5% | +5.2% |
| 5Y | +384.2% | +81.9% | +302.4% | +123.0% |
| 10Y | +84.1% | +314.1% | -229.9% | -67.3% |
| All | +441.7% | +3,091.8% | -2,650.1% | -72.3% |
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 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