+726.4%
NSSC vs SPY
+308.5%
+417.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | +1.2% | +3.3% | -2.1% | -2.1% |
| 30D | -16.1% | -2.7% | -13.5% | -13.8% |
| 3M | -21.6% | -1.7% | -19.8% | -20.1% |
| 6M | -20.1% | +3.1% | -23.1% | -22.4% |
| YTD | -26.3% | +11.9% | -38.2% | -33.9% |
| 1Y | -26.5% | +12.0% | -38.5% | -34.1% |
| 3Y | +24.2% | +78.2% | -54.0% | -27.5% |
| 5Y | +37.3% | +73.2% | -35.9% | -17.8% |
| All | +726.4% | +308.5% | +417.9% | +141.5% |
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