-97.9%
NRSN vs SPY
+67.9%
-165.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.4% | +0.3% | +20.1% | +20.2% |
| 7D | -15.6% | -2.7% | -12.9% | -13.8% |
| 30D | -56.0% | -5.4% | -50.6% | -54.1% |
| 3M | -83.3% | -4.1% | -79.2% | -82.7% |
| 6M | -90.6% | +0.7% | -91.4% | -90.6% |
| YTD | -89.1% | +8.7% | -97.7% | -89.5% |
| 1Y | -91.8% | +10.9% | -102.7% | -92.2% |
| 3Y | -85.0% | +75.0% | -160.0% | -88.8% |
| All | -97.9% | +67.9% | -165.8% | -98.3% |
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