+11,523.9%
NSSC vs SPY
+3,027.0%
+8,496.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +2.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -13.0% | -3.3% | -9.7% | -11.5% |
| 3M | -23.6% | -2.4% | -21.2% | -22.6% |
| 6M | -22.3% | +2.6% | -24.9% | -23.1% |
| YTD | -23.7% | +11.2% | -34.9% | -27.2% |
| 1Y | -24.2% | +13.4% | -37.6% | -28.3% |
| 3Y | +30.3% | +79.9% | -49.6% | +1.4% |
| 5Y | +46.0% | +72.2% | -26.1% | +16.1% |
| 10Y | +756.1% | +307.3% | +448.8% | +409.9% |
| All | +11,523.9% | +3,027.0% | +8,496.9% | +4,937.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling