+61.6%
NSIT vs SPY
+81.0%
-19.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.4% |
| 7D | +2.6% | -0.4% | +3.0% | +3.0% |
| 30D | +0.8% | -1.4% | +2.2% | +2.1% |
| 3M | +42.1% | +3.7% | +38.4% | +37.7% |
| 6M | +86.5% | +13.0% | +73.5% | +68.7% |
| YTD | +91.5% | +12.4% | +79.1% | +74.5% |
| 1Y | +23.1% | +18.5% | +4.6% | +7.5% |
| 3Y | +2.5% | +77.6% | -75.2% | -33.2% |
| 5Y | +61.6% | +81.7% | -20.0% | +3.9% |
| All | +61.6% | +81.0% | -19.3% | +3.9% |
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