+709.0%
NRP vs SPY
+318.9%
+390.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -2.8% | -2.0% | -0.8% | -2.0% |
| 30D | +7.2% | -1.7% | +8.9% | +8.0% |
| 3M | +5.7% | +4.7% | +1.0% | +3.4% |
| 6M | -5.3% | +12.5% | -17.8% | -10.5% |
| YTD | +7.8% | +11.7% | -3.9% | +2.1% |
| 1Y | +10.2% | +17.5% | -7.3% | +1.8% |
| 3Y | +95.1% | +76.6% | +18.5% | +49.7% |
| 5Y | +596.6% | +82.0% | +514.5% | +424.2% |
| All | +709.0% | +318.9% | +390.1% | +292.8% |
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