+1,505.6%
NSP vs SPY
+1,544.0%
-38.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.9% |
| 7D | -3.1% | -0.9% | -2.2% | -2.5% |
| 30D | +3.2% | -2.4% | +5.6% | +5.2% |
| 3M | 0.0% | -1.2% | +1.1% | +0.5% |
| 6M | +59.1% | +3.3% | +55.8% | +51.3% |
| YTD | +37.0% | +12.3% | +24.7% | +18.7% |
| 1Y | +57.7% | +12.4% | +45.2% | +36.3% |
| 3Y | -47.3% | +78.8% | -126.1% | -72.5% |
| 5Y | -49.6% | +75.2% | -124.8% | -73.2% |
| 10Y | +83.1% | +311.1% | -228.0% | -58.1% |
| All | +1,505.6% | +1,544.0% | -38.4% | +36.7% |
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 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