+197.4%
NSYS vs SPY
+2,943.5%
-2,746.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -3.8% | +2.6% | -6.3% | -4.4% |
| 30D | +2.6% | -2.0% | +4.5% | +3.1% |
| 3M | -15.5% | -2.8% | -12.7% | -14.9% |
| 6M | -22.8% | +2.1% | -24.9% | -23.2% |
| YTD | +45.1% | +11.5% | +33.6% | +41.1% |
| 1Y | +48.3% | +13.5% | +34.8% | +43.6% |
| 3Y | +21.0% | +77.7% | -56.7% | +4.3% |
| 5Y | +8.1% | +72.6% | -64.5% | -6.8% |
| 10Y | +191.4% | +308.2% | -116.8% | +106.5% |
| All | +197.4% | +2,943.5% | -2,746.2% | +58.2% |
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