+1,497.9%
NSP vs SPY
+1,538.2%
-40.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -1.9% | +3.3% | -5.2% | -5.3% |
| 30D | +0.9% | -2.7% | +3.6% | +3.2% |
| 3M | +0.1% | -1.7% | +1.8% | +1.2% |
| 6M | +62.6% | +3.1% | +59.6% | +55.0% |
| YTD | +36.3% | +11.9% | +24.4% | +18.6% |
| 1Y | +59.5% | +12.0% | +47.5% | +38.4% |
| 3Y | -47.6% | +78.2% | -125.8% | -72.5% |
| 5Y | -49.9% | +73.2% | -123.1% | -73.0% |
| 10Y | +82.3% | +309.6% | -227.4% | -58.1% |
| All | +1,497.9% | +1,538.2% | -40.3% | +36.5% |
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