-99.7%
NXPL vs SPY
+322.5%
-422.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +34.1% | -1.1% | +35.2% | +34.5% |
| 3M | +35.5% | +3.9% | +31.7% | +34.6% |
| 6M | +100.0% | +13.6% | +86.4% | +96.0% |
| YTD | +69.8% | +12.7% | +57.1% | +66.8% |
| 1Y | +28.6% | +17.5% | +11.1% | +25.7% |
| 3Y | -56.1% | +76.9% | -133.0% | -57.6% |
| 5Y | -85.6% | +83.6% | -169.2% | -86.3% |
| All | -99.7% | +322.5% | -422.2% | -98.1% |
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 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