+25.9%
NSIT vs SPY
+21.3%
+4.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.6% | +3.3% |
| 7D | +1.8% | +0.3% | +1.6% | +1.5% |
| 30D | +15.9% | +0.2% | +15.7% | +15.7% |
| 3M | +37.7% | +2.8% | +34.9% | +33.5% |
| 6M | +84.6% | +14.3% | +70.3% | +56.3% |
| YTD | +95.3% | +14.0% | +81.4% | +66.7% |
| All | +25.9% | +21.3% | +4.5% | -2.7% |
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