+55.9%
NAT vs SPY
+309.9%
-254.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +2.2% |
| 7D | -4.3% | -0.9% | -3.4% | -3.4% |
| 30D | -23.5% | -2.4% | -21.2% | -21.8% |
| 3M | +13.1% | -1.2% | +14.3% | +14.2% |
| 6M | +25.1% | +3.3% | +21.8% | +20.4% |
| YTD | +118.2% | +12.3% | +105.9% | +93.4% |
| 1Y | +106.8% | +12.4% | +94.4% | +82.6% |
| 3Y | +94.9% | +78.8% | +16.1% | +3.0% |
| 5Y | +374.3% | +75.2% | +299.1% | +151.5% |
| All | +55.9% | +309.9% | -254.1% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling