+109.8%
NSLR vs SPY
+644.1%
-534.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -7.4% | +0.1% | -7.5% | -7.5% |
| 3M | -29.0% | +2.0% | -31.0% | -30.1% |
| 6M | +7.1% | +13.0% | -5.9% | -3.1% |
| YTD | +7.0% | +13.5% | -6.6% | -3.4% |
| 1Y | +19.4% | +20.0% | -0.5% | +2.9% |
| 3Y | +196.1% | +77.2% | +118.9% | +84.3% |
| 5Y | +0.4% | +81.9% | -81.5% | -38.8% |
| 10Y | +343.2% | +314.1% | +29.1% | +29.2% |
| All | +109.8% | +644.1% | -534.3% | -68.9% |
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 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