-93.4%
NAKA vs SPY
+49.5%
-142.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +1.6% |
| 7D | +3.9% | -0.4% | +4.3% | +5.1% |
| 30D | +58.3% | -1.4% | +59.7% | +65.1% |
| 3M | +84.7% | +3.7% | +81.0% | +71.5% |
| 6M | -22.7% | +13.0% | -35.7% | -42.5% |
| YTD | -43.2% | +12.4% | -55.6% | -56.7% |
| 1Y | -97.5% | +18.5% | -116.1% | -98.4% |
| All | -93.4% | +49.5% | -142.9% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling