+1,032.3%
NSSC vs SPY
+312.5%
+719.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | +0.7% | -0.4% | +1.1% | +1.1% |
| 30D | -10.2% | -1.4% | -8.9% | -9.0% |
| 3M | +2.6% | +3.7% | -1.1% | -1.0% |
| 6M | -15.9% | +13.0% | -28.9% | -25.4% |
| YTD | -13.2% | +12.4% | -25.6% | -22.6% |
| 1Y | -9.2% | +18.5% | -27.7% | -23.0% |
| 3Y | +58.8% | +77.6% | -18.9% | -7.1% |
| 5Y | +97.3% | +81.7% | +15.6% | +12.8% |
| 10Y | +1,032.3% | +319.7% | +712.7% | +208.4% |
| All | +1,032.3% | +312.5% | +719.8% | +208.4% |
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