-39.9%
NPT vs SPY
+16.0%
-55.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +1.0% | -14.8% | -15.7% |
| 7D | -16.4% | +0.3% | -16.7% | -17.1% |
| 30D | -12.2% | +0.2% | -12.4% | -12.8% |
| 3M | +137.9% | +2.8% | +135.1% | +123.4% |
| 6M | -71.3% | +14.3% | -85.6% | -81.7% |
| YTD | -40.5% | +14.0% | -54.5% | -64.0% |
| All | -39.9% | +16.0% | -55.9% | -68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling