-100.0%
NSPR vs SPY
+322.5%
-422.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -7.1% | -0.8% | -6.3% | -6.7% |
| 30D | -8.1% | -1.1% | -7.1% | -7.7% |
| 3M | +8.2% | +3.9% | +4.4% | +6.2% |
| 6M | -52.1% | +13.6% | -65.7% | -55.0% |
| YTD | -55.6% | +12.7% | -68.3% | -58.2% |
| 1Y | -67.4% | +17.5% | -84.9% | -69.8% |
| 3Y | -77.9% | +76.9% | -154.8% | -83.6% |
| 5Y | -81.1% | +83.6% | -164.7% | -86.2% |
| All | -100.0% | +322.5% | -422.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling