-53.5%
NRSN vs SPY
+20.8%
-74.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.1% | -0.4% | +27.5% | +27.5% |
| 7D | +21.7% | +0.1% | +21.6% | +21.4% |
| 30D | -5.7% | +0.1% | -5.8% | -5.7% |
| 3M | -34.5% | +2.0% | -36.5% | -35.3% |
| 6M | -42.5% | +13.0% | -55.5% | -46.4% |
| YTD | -33.6% | +13.5% | -47.1% | -38.3% |
| 1Y | -53.5% | +20.0% | -73.5% | -52.8% |
| All | -53.5% | +20.8% | -74.4% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling