-91.5%
NPWR vs SPY
+81.9%
-173.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -3.6% | -0.6% | -3.0% | -2.9% |
| 30D | -32.1% | -3.7% | -28.4% | -29.3% |
| 3M | -46.8% | -2.7% | -44.1% | -45.1% |
| 6M | -58.3% | +2.2% | -60.4% | -58.5% |
| YTD | -63.4% | +10.8% | -74.2% | -66.0% |
| 1Y | -75.4% | +11.2% | -86.6% | -77.1% |
| 3Y | -93.7% | +76.5% | -170.2% | -94.9% |
| 5Y | -91.6% | +72.9% | -164.6% | -93.2% |
| All | -91.5% | +81.9% | -173.5% | -93.1% |
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 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