-100.0%
NXPL vs SPY
+806.2%
-906.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -5.1% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +47.8% | +0.1% | +47.7% | +47.7% |
| 3M | +15.9% | +2.0% | +13.9% | +16.0% |
| 6M | +81.8% | +13.0% | +68.8% | +84.4% |
| YTD | +68.1% | +13.5% | +54.6% | +70.5% |
| 1Y | +27.3% | +20.0% | +7.3% | +29.9% |
| 3Y | -59.1% | +77.2% | -136.3% | -55.6% |
| 5Y | -84.9% | +81.9% | -166.8% | -83.6% |
| 10Y | -99.8% | +314.1% | -413.9% | -99.7% |
| All | -100.0% | +806.2% | -906.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling