+29.8%
NRXP vs SPY
+75.5%
-45.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.6% |
| 7D | -0.9% | -2.0% | +1.1% | +1.5% |
| 30D | 0.0% | -1.7% | +1.7% | +1.9% |
| 3M | -9.6% | +4.7% | -14.3% | -14.0% |
| 6M | +87.8% | +12.5% | +75.3% | +66.5% |
| YTD | +25.5% | +11.7% | +13.7% | +12.7% |
| 1Y | +14.5% | +17.5% | -3.0% | -1.3% |
| All | +29.8% | +75.5% | -45.7% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling