-85.8%
NXPL vs SPY
+81.0%
-166.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -4.1% | -0.4% | -3.7% | -3.8% |
| 30D | +39.6% | -1.4% | +41.0% | +41.5% |
| 3M | +46.1% | +3.7% | +42.3% | +41.9% |
| 6M | +106.5% | +13.0% | +93.5% | +88.7% |
| YTD | +67.5% | +12.4% | +55.2% | +54.0% |
| 1Y | +30.6% | +18.5% | +12.1% | +15.9% |
| 3Y | -58.9% | +77.6% | -136.5% | -71.4% |
| 5Y | -85.8% | +81.7% | -167.5% | -90.2% |
| All | -85.8% | +81.0% | -166.8% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling