-100.0%
NSPR vs SPY
+665.1%
-765.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +18.1% | +0.1% | +18.0% | +18.0% |
| 3M | -8.6% | +2.0% | -10.6% | -9.4% |
| 6M | -47.2% | +13.0% | -60.2% | -49.8% |
| YTD | -52.2% | +13.5% | -65.8% | -54.7% |
| 1Y | -65.2% | +20.0% | -85.1% | -67.6% |
| 3Y | -75.4% | +77.2% | -152.5% | -80.8% |
| 5Y | -81.1% | +81.9% | -162.9% | -85.4% |
| 10Y | -100.0% | +314.1% | -414.1% | -100.0% |
| All | -100.0% | +665.1% | -765.1% | -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