-98.3%
NRSN vs SPY
+67.4%
-165.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | +1.3% |
| 7D | -34.5% | -4.7% | -29.8% | -32.1% |
| 30D | -65.7% | -5.9% | -59.8% | -64.1% |
| 3M | -87.1% | -4.5% | -82.6% | -86.6% |
| 6M | -92.7% | +1.8% | -94.4% | -92.6% |
| YTD | -90.9% | +8.3% | -99.3% | -91.2% |
| 1Y | -93.4% | +9.3% | -102.7% | -93.6% |
| 3Y | -85.9% | +74.9% | -160.8% | -89.5% |
| All | -98.3% | +67.4% | -165.7% | -98.6% |
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