+756.3%
NSSC vs SPY
+311.8%
+444.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -3.6% |
| 7D | -3.6% | -0.9% | -2.6% | -2.6% |
| 30D | -15.4% | -2.4% | -13.1% | -13.3% |
| 3M | -22.3% | -1.2% | -21.2% | -21.4% |
| 6M | -23.2% | +3.3% | -26.5% | -25.5% |
| YTD | -25.7% | +12.3% | -37.9% | -33.6% |
| 1Y | -25.2% | +12.4% | -37.6% | -33.2% |
| 3Y | +25.3% | +78.8% | -53.5% | -27.1% |
| 5Y | +37.2% | +75.2% | -38.0% | -18.8% |
| 10Y | +756.3% | +311.1% | +445.2% | +151.0% |
| All | +756.3% | +311.8% | +444.6% | +151.0% |
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 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