-93.4%
NAKA vs SPY
+50.2%
-143.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -0.8% |
| 7D | +12.8% | +0.5% | +12.2% | +11.5% |
| 30D | +59.6% | -0.9% | +60.6% | +64.5% |
| 3M | +69.9% | +3.9% | +66.0% | +57.1% |
| 6M | -24.7% | +14.5% | -39.2% | -46.0% |
| YTD | -43.4% | +12.9% | -56.3% | -57.4% |
| 1Y | -95.6% | +19.4% | -115.0% | -97.2% |
| All | -93.4% | +50.2% | -143.7% | -96.7% |
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