+3,939.8%
NPO vs SPY
+988.9%
+2,950.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -9.5% | +0.1% | -9.6% | -9.5% |
| 3M | -6.3% | +2.0% | -8.3% | -8.0% |
| 6M | +13.3% | +13.0% | +0.3% | +0.2% |
| YTD | +39.1% | +13.5% | +25.6% | +22.5% |
| 1Y | +37.6% | +20.0% | +17.6% | +14.8% |
| 3Y | +120.1% | +77.2% | +42.9% | +25.0% |
| 5Y | +259.8% | +81.9% | +177.9% | +98.3% |
| 10Y | +509.4% | +314.1% | +195.3% | +60.1% |
| All | +3,939.8% | +988.9% | +2,950.9% | +353.1% |
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