-92.3%
NPWR vs SPY
+83.0%
-175.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -6.8% | +2.6% | -9.4% | -9.1% |
| 30D | -30.8% | -2.0% | -28.8% | -29.2% |
| 3M | -53.5% | -2.8% | -50.7% | -51.9% |
| 6M | -68.7% | +2.1% | -70.9% | -68.9% |
| YTD | -66.9% | +11.5% | -78.4% | -69.5% |
| 1Y | -74.4% | +13.5% | -87.9% | -76.7% |
| 3Y | -94.3% | +77.7% | -172.0% | -95.4% |
| 5Y | -92.5% | +72.6% | -165.1% | -94.0% |
| All | -92.3% | +83.0% | -175.4% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling