-58.7%
NSRX vs SPY
+19.8%
-78.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.9% |
| 7D | -8.8% | -0.8% | -8.1% | -8.3% |
| 30D | +5.2% | -1.1% | +6.2% | +6.0% |
| 3M | +7.4% | +3.9% | +3.5% | +4.2% |
| 6M | -26.6% | +13.6% | -40.2% | -33.3% |
| YTD | -62.8% | +12.7% | -75.5% | -65.9% |
| 1Y | -58.2% | +17.5% | -75.7% | -61.3% |
| All | -58.7% | +19.8% | -78.6% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling