+223.0%
NSYS vs SPY
+2,999.7%
-2,776.6%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -17.0% | +0.1% | -17.0% | -17.0% |
| 3M | -29.8% | +2.0% | -31.8% | -30.1% |
| 6M | +24.4% | +13.0% | +11.4% | +20.6% |
| YTD | +57.6% | +13.5% | +44.1% | +52.6% |
| 1Y | +27.6% | +20.0% | +7.6% | +22.0% |
| 3Y | +18.2% | +77.2% | -59.0% | +1.9% |
| 5Y | -11.3% | +81.9% | -93.2% | -24.5% |
| 10Y | +195.7% | +314.1% | -118.4% | +108.8% |
| All | +223.0% | +2,999.7% | -2,776.6% | +71.1% |
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