-93.3%
NAKA vs SPY
+51.1%
-144.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.2% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | +67.6% | +0.1% | +67.6% | +68.2% |
| 3M | +75.6% | +2.0% | +73.6% | +70.4% |
| 6M | -23.3% | +13.0% | -36.3% | -43.0% |
| YTD | -42.1% | +13.5% | -55.6% | -57.0% |
| 1Y | -93.8% | +20.0% | -113.8% | -96.0% |
| All | -93.3% | +51.1% | -144.3% | -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 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