+250.9%
NACP vs SPY
+205.4%
+45.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -1.0% | -2.0% | +1.0% | +0.8% |
| 30D | -0.8% | -1.7% | +0.9% | +0.7% |
| 3M | +4.7% | +4.7% | -0.1% | +0.6% |
| 6M | +20.3% | +12.5% | +7.8% | +8.6% |
| YTD | +21.8% | +11.7% | +10.1% | +10.8% |
| 1Y | +31.5% | +17.5% | +14.0% | +14.4% |
| 3Y | +95.5% | +76.6% | +18.9% | +19.8% |
| 5Y | +97.6% | +82.0% | +15.5% | +18.1% |
| All | +250.9% | +205.4% | +45.5% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling