-41.6%
NSP vs SPY
+78.7%
-120.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -3.9% | -4.1% |
| 7D | -2.3% | +0.5% | -2.9% | -2.6% |
| 30D | -4.4% | -0.9% | -3.4% | -3.8% |
| 3M | +44.6% | +3.9% | +40.7% | +40.8% |
| 6M | +129.7% | +14.5% | +115.2% | +106.8% |
| YTD | +35.8% | +12.9% | +22.8% | +24.0% |
| 1Y | +0.5% | +19.4% | -18.8% | -12.0% |
| 3Y | -41.6% | +78.5% | -120.0% | -62.6% |
| All | -41.6% | +78.7% | -120.3% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling