+501.2%
NRP vs SPY
+307.0%
+194.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +5.0% | +2.6% | +2.4% | +3.8% |
| 30D | +11.1% | -2.0% | +13.1% | +12.0% |
| 3M | +21.1% | -2.8% | +23.9% | +22.5% |
| 6M | +17.0% | +2.1% | +14.9% | +15.6% |
| YTD | +20.9% | +11.5% | +9.4% | +14.6% |
| 1Y | +22.8% | +13.5% | +9.3% | +15.4% |
| 3Y | +95.3% | +77.7% | +17.6% | +49.8% |
| 5Y | +436.7% | +72.6% | +364.0% | +313.1% |
| All | +501.2% | +307.0% | +194.2% | +178.9% |
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