-97.8%
NRSN vs SPY
+73.5%
-171.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.3% | -11.4% | -11.0% |
| 7D | +25.4% | -0.9% | +26.3% | +26.1% |
| 30D | -48.9% | -2.4% | -46.5% | -47.9% |
| 3M | -81.2% | -1.2% | -80.1% | -80.9% |
| 6M | -89.3% | +3.3% | -92.6% | -89.4% |
| YTD | -88.4% | +12.3% | -100.7% | -89.1% |
| 1Y | -90.8% | +12.4% | -103.2% | -91.3% |
| 3Y | -82.1% | +78.8% | -160.9% | -86.9% |
| All | -97.8% | +73.5% | -171.3% | -98.2% |
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