+20.2%
NSYS vs SPY
+79.4%
-59.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | -3.9% | -2.4% | -1.6% | -3.3% |
| 3M | -28.0% | -1.2% | -26.9% | -27.8% |
| 6M | -22.1% | +3.3% | -25.3% | -22.4% |
| YTD | +44.1% | +12.3% | +31.9% | +41.5% |
| 1Y | +18.6% | +12.4% | +6.2% | +16.4% |
| All | +20.2% | +79.4% | -59.2% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling