+43.1%
NAT vs SPY
+312.5%
-269.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.3% |
| 7D | +2.8% | -0.4% | +3.2% | +3.2% |
| 30D | +15.8% | -1.4% | +17.1% | +17.2% |
| 3M | +42.5% | +3.7% | +38.8% | +37.2% |
| 6M | +38.9% | +13.0% | +25.9% | +22.7% |
| YTD | +127.3% | +12.4% | +114.9% | +101.4% |
| 1Y | +145.1% | +18.5% | +126.6% | +105.7% |
| 3Y | +145.6% | +77.6% | +67.9% | +30.1% |
| 5Y | +357.0% | +81.7% | +275.3% | +131.1% |
| 10Y | +43.1% | +319.7% | -276.6% | -75.6% |
| All | +43.1% | +312.5% | -269.4% | -75.6% |
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 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