+26.8%
NAC vs SPY
+78.4%
-51.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +1.5% | -3.7% | +5.2% | +2.1% |
| 3M | -11.8% | -2.7% | -9.1% | -11.4% |
| 6M | -11.2% | +2.2% | -13.4% | -11.5% |
| YTD | -7.6% | +10.8% | -18.5% | -9.2% |
| 1Y | -8.7% | +11.2% | -20.0% | -10.3% |
| 3Y | +26.8% | +76.5% | -49.7% | +11.8% |
| All | +26.8% | +78.4% | -51.5% | +11.8% |
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