-96.5%
NRXP vs SPY
+228.6%
-325.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -2.6% | -0.8% | -1.8% | -2.1% |
| 30D | +1.2% | -1.1% | +2.3% | +1.8% |
| 3M | -13.3% | +3.9% | -17.1% | -15.0% |
| 6M | +84.8% | +13.6% | +71.2% | +72.9% |
| YTD | +25.5% | +12.7% | +12.8% | +18.4% |
| 1Y | +18.1% | +17.5% | +0.5% | +9.3% |
| 3Y | +29.8% | +76.9% | -47.1% | -0.4% |
| 5Y | -97.2% | +83.6% | -180.8% | -97.9% |
| All | -96.5% | +228.6% | -325.0% | -97.4% |
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