-47.7%
NSLR vs SPY
+71.5%
-119.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +4.1% |
| 7D | +2.3% | +0.1% | +2.3% | +2.5% |
| 30D | -15.4% | -3.3% | -12.1% | -11.9% |
| 3M | -35.9% | -2.4% | -33.5% | -33.9% |
| 6M | -53.5% | +2.6% | -56.0% | -54.3% |
| YTD | -34.9% | +11.2% | -46.1% | -41.0% |
| 1Y | -35.8% | +13.4% | -49.2% | -42.9% |
| 3Y | +71.7% | +79.9% | -8.2% | -2.3% |
| 5Y | -47.7% | +72.2% | -119.9% | -70.0% |
| All | -47.7% | +71.5% | -119.2% | -70.0% |
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