+27.7%
NSLR vs SPY
+635.9%
-608.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +1.7% |
| 7D | +1.2% | -0.9% | +2.1% | +2.3% |
| 30D | -12.9% | -2.4% | -10.5% | -10.7% |
| 3M | -42.2% | -1.2% | -41.0% | -41.3% |
| 6M | -54.3% | +3.3% | -57.6% | -55.3% |
| YTD | -34.9% | +12.3% | -47.1% | -40.4% |
| 1Y | -36.2% | +12.4% | -48.7% | -41.6% |
| 3Y | +71.7% | +78.8% | -7.1% | +6.8% |
| 5Y | -48.6% | +75.2% | -123.8% | -67.6% |
| 10Y | +166.0% | +311.1% | -145.1% | -21.5% |
| All | +27.7% | +635.9% | -608.2% | -80.8% |
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