-58.6%
NXPL vs SPY
+78.7%
-137.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +1.2% |
| 7D | -7.2% | +0.5% | -7.7% | -7.8% |
| 30D | +39.4% | -0.9% | +40.4% | +41.4% |
| 3M | +48.7% | +3.9% | +44.8% | +41.8% |
| 6M | +103.4% | +14.5% | +88.9% | +74.5% |
| YTD | +68.9% | +12.9% | +55.9% | +47.8% |
| 1Y | +26.1% | +19.4% | +6.7% | +4.2% |
| 3Y | -58.6% | +78.5% | -137.0% | -77.9% |
| All | -58.6% | +78.7% | -137.3% | -77.9% |
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 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