-80.7%
NPWR vs SPY
+81.8%
-162.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.0% |
| 7D | +8.6% | +0.5% | +8.0% | +8.0% |
| 30D | +25.0% | -0.9% | +25.9% | +26.2% |
| 3M | +15.2% | +3.9% | +11.3% | +11.5% |
| 6M | -2.6% | +14.5% | -17.1% | -12.9% |
| YTD | -16.7% | +12.9% | -29.6% | -24.4% |
| 1Y | -9.5% | +19.4% | -28.9% | -20.8% |
| 3Y | -87.8% | +78.5% | -166.3% | -90.3% |
| 5Y | -80.7% | +81.8% | -162.5% | -84.7% |
| All | -80.7% | +81.8% | -162.5% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling