-55.1%
NXPL vs SPY
+78.4%
-133.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.5% |
| 7D | +3.7% | -0.6% | +4.3% | +4.7% |
| 30D | -7.2% | -3.7% | -3.5% | -2.6% |
| 3M | +31.3% | -2.7% | +34.0% | +36.2% |
| 6M | +23.3% | +2.2% | +21.2% | +21.3% |
| YTD | +57.5% | +10.8% | +46.7% | +41.3% |
| 1Y | +3.1% | +11.2% | -8.2% | -7.6% |
| 3Y | -55.1% | +76.5% | -131.6% | -78.1% |
| All | -55.1% | +78.4% | -133.5% | -78.1% |
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