+46.8%
NAT vs SPY
+304.1%
-257.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -12.6% | -0.6% | -12.0% | -12.2% |
| 30D | -23.3% | -3.7% | -19.6% | -20.6% |
| 3M | +7.5% | -2.7% | +10.2% | +10.1% |
| 6M | +19.0% | +2.2% | +16.8% | +15.6% |
| YTD | +111.1% | +10.8% | +100.2% | +89.3% |
| 1Y | +98.9% | +11.2% | +87.7% | +77.3% |
| 3Y | +88.5% | +76.5% | +12.0% | +0.8% |
| 5Y | +363.0% | +72.9% | +290.0% | +148.2% |
| 10Y | +46.8% | +304.8% | -258.0% | -73.9% |
| All | +46.8% | +304.1% | -257.3% | -73.9% |
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