-80.0%
NRSN vs SPY
+78.4%
-158.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.8% | +6.8% |
| 7D | +54.7% | -0.6% | +55.3% | +55.7% |
| 30D | -45.9% | -3.7% | -42.2% | -43.9% |
| 3M | -79.5% | -2.7% | -76.8% | -78.9% |
| 6M | -88.8% | +2.2% | -90.9% | -88.7% |
| YTD | -87.1% | +10.8% | -98.0% | -87.7% |
| 1Y | -89.5% | +11.2% | -100.8% | -90.0% |
| 3Y | -80.0% | +76.5% | -156.5% | -84.5% |
| All | -80.0% | +78.4% | -158.4% | -84.5% |
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