+403.3%
NAK vs SPY
+879.6%
-476.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +3.3% |
| 7D | -3.2% | +0.5% | -3.8% | -3.8% |
| 30D | -11.7% | -0.9% | -10.8% | -10.8% |
| 3M | -23.4% | +3.9% | -27.2% | -25.8% |
| 6M | +16.2% | +14.5% | +1.6% | +3.4% |
| YTD | -23.4% | +12.9% | -36.3% | -31.0% |
| 1Y | +84.1% | +19.4% | +64.8% | +58.1% |
| 3Y | +420.7% | +78.5% | +342.2% | +204.3% |
| 5Y | +228.3% | +81.8% | +146.5% | +84.8% |
| 10Y | +79.8% | +311.5% | -231.8% | -57.3% |
| All | +403.3% | +879.6% | -476.3% | -52.8% |
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 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