-100.0%
NSPR vs SPY
+657.3%
-757.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.4% | -4.6% |
| 7D | -6.0% | -0.4% | -5.6% | -5.8% |
| 30D | -1.2% | -1.4% | +0.1% | -0.7% |
| 3M | +2.6% | +3.7% | -1.1% | +1.0% |
| 6M | -52.1% | +13.0% | -65.1% | -54.5% |
| YTD | -55.6% | +12.4% | -68.0% | -57.7% |
| 1Y | -67.9% | +18.5% | -86.4% | -70.0% |
| 3Y | -77.5% | +77.6% | -155.1% | -82.4% |
| 5Y | -81.6% | +81.7% | -163.3% | -85.8% |
| 10Y | -100.0% | +319.7% | -419.7% | -100.0% |
| All | -100.0% | +657.3% | -757.3% | -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 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