+13,522.0%
NSSC vs SPY
+3,091.8%
+10,430.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -8.3% | +0.1% | -8.3% | -8.3% |
| 3M | +3.9% | +2.0% | +1.9% | +3.0% |
| 6M | -14.4% | +13.0% | -27.4% | -19.1% |
| YTD | -10.6% | +13.5% | -24.1% | -15.6% |
| 1Y | -4.3% | +20.0% | -24.3% | -12.0% |
| 3Y | +58.9% | +77.2% | -18.3% | +24.2% |
| 5Y | +96.1% | +81.9% | +14.2% | +52.2% |
| 10Y | +982.0% | +314.1% | +667.9% | +538.2% |
| All | +13,522.0% | +3,091.8% | +10,430.3% | +5,739.0% |
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 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