+576.1%
NRP vs SPY
+1,347.1%
-771.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +9.1% | +0.1% | +9.0% | +9.0% |
| 3M | +8.1% | +2.0% | +6.1% | +6.2% |
| 6M | -3.4% | +13.0% | -16.4% | -12.3% |
| YTD | +11.3% | +13.5% | -2.3% | +0.5% |
| 1Y | +12.6% | +20.0% | -7.4% | -2.6% |
| 3Y | +96.6% | +77.2% | +19.4% | +25.9% |
| 5Y | +627.4% | +81.9% | +545.6% | +348.2% |
| 10Y | +1,109.2% | +314.1% | +795.1% | +250.3% |
| All | +576.1% | +1,347.1% | -771.0% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling