+8,134.7%
NSIT vs SPY
+2,705.2%
+5,429.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | +6.6% | +2.6% | +4.0% | +3.4% |
| 30D | +1.7% | -2.0% | +3.6% | +4.7% |
| 3M | +7.8% | -2.8% | +10.5% | +12.1% |
| 6M | +93.3% | +2.1% | +91.1% | +89.4% |
| YTD | +107.1% | +11.5% | +95.7% | +83.4% |
| 1Y | +86.5% | +13.5% | +73.0% | +61.6% |
| 3Y | +17.5% | +77.7% | -60.2% | -41.3% |
| 5Y | +60.0% | +72.6% | -12.6% | -20.2% |
| 10Y | +414.0% | +308.2% | +105.9% | -13.8% |
| All | +8,134.7% | +2,705.2% | +5,429.4% | +49.7% |
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 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