+69.1%
NAT vs SPY
+315.0%
-246.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -4.7% |
| 7D | -10.8% | +0.1% | -10.9% | -11.0% |
| 30D | -23.3% | -3.3% | -19.9% | -20.8% |
| 3M | +4.5% | -2.4% | +6.9% | +6.7% |
| 6M | +19.0% | +2.6% | +16.4% | +15.2% |
| YTD | +111.1% | +11.2% | +99.8% | +88.6% |
| 1Y | +104.0% | +13.4% | +90.6% | +78.5% |
| 3Y | +88.9% | +79.9% | +9.0% | -1.1% |
| 5Y | +344.7% | +72.2% | +272.5% | +140.0% |
| 10Y | +69.1% | +307.3% | -238.3% | -71.3% |
| All | +69.1% | +315.0% | -246.0% | -71.3% |
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