+248.7%
NACP vs SPY
+206.9%
+41.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.4% |
| 7D | -0.3% | -0.9% | +0.6% | +0.6% |
| 30D | -4.1% | -2.4% | -1.7% | -1.9% |
| 3M | -1.4% | -1.2% | -0.3% | -0.2% |
| 6M | +3.2% | +3.3% | -0.1% | +0.6% |
| YTD | +21.1% | +12.3% | +8.8% | +9.7% |
| 1Y | +20.1% | +12.4% | +7.7% | +8.8% |
| 3Y | +96.9% | +78.8% | +18.1% | +19.5% |
| 5Y | +84.3% | +75.2% | +9.2% | +13.7% |
| All | +248.7% | +206.9% | +41.8% | +40.6% |
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