-59.4%
NSRX vs SPY
+18.8%
-78.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.2% |
| 7D | -10.7% | -2.0% | -8.7% | -9.2% |
| 30D | +1.2% | -1.7% | +2.9% | +2.5% |
| 3M | +10.6% | +4.7% | +5.8% | +6.5% |
| 6M | -27.5% | +12.5% | -40.0% | -33.6% |
| YTD | -63.4% | +11.7% | -75.1% | -66.3% |
| 1Y | -58.1% | +17.5% | -75.6% | -60.7% |
| All | -59.4% | +18.8% | -78.2% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling