+270.0%
NPKI vs SPY
+3,034.0%
-2,764.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | +4.5% | +2.6% | +1.9% | +1.2% |
| 30D | -17.5% | -2.0% | -15.5% | -15.0% |
| 3M | -34.8% | -2.8% | -32.0% | -32.3% |
| 6M | -42.1% | +2.1% | -44.3% | -43.5% |
| YTD | -24.2% | +11.5% | -35.7% | -33.7% |
| 1Y | -24.9% | +13.5% | -38.3% | -35.7% |
| 3Y | +28.3% | +77.7% | -49.4% | -37.2% |
| 5Y | +172.8% | +72.6% | +100.2% | +34.5% |
| 10Y | +30.9% | +308.2% | -277.3% | -76.3% |
| All | +270.0% | +3,034.0% | -2,764.0% | -80.6% |
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