+30.9%
NTSI vs SPY
+79.8%
-48.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -2.6% | -2.0% | -0.6% | -1.2% |
| 30D | -2.7% | -1.7% | -1.1% | -1.6% |
| 3M | +4.1% | +4.7% | -0.6% | +0.8% |
| 6M | +5.6% | +12.5% | -6.9% | -2.5% |
| YTD | +8.6% | +11.7% | -3.1% | +0.7% |
| 1Y | +14.6% | +17.5% | -2.9% | +2.7% |
| 3Y | +55.8% | +76.6% | -20.8% | +4.3% |
| 5Y | +30.9% | +82.0% | -51.1% | -15.9% |
| All | +30.9% | +79.8% | -48.9% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling