+167.4%
NSLR vs SPY
+304.1%
-136.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | +0.8% | -0.6% | +1.4% | +1.7% |
| 30D | -17.7% | -3.7% | -14.1% | -14.7% |
| 3M | -42.1% | -2.7% | -39.4% | -40.4% |
| 6M | -54.8% | +2.2% | -56.9% | -55.2% |
| YTD | -36.7% | +10.8% | -47.5% | -41.2% |
| 1Y | -39.7% | +11.2% | -51.0% | -44.2% |
| 3Y | +67.0% | +76.5% | -9.5% | +7.4% |
| 5Y | -48.4% | +72.9% | -121.3% | -66.5% |
| 10Y | +167.4% | +304.8% | -137.4% | -10.7% |
| All | +167.4% | +304.1% | -136.7% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling