+55.9%
NAT vs SPY
+307.0%
-251.2%
-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 | +0.7% | +2.6% | -1.8% | -1.7% |
| 30D | -18.1% | -2.0% | -16.2% | -16.7% |
| 3M | +5.6% | -2.8% | +8.4% | +8.2% |
| 6M | +30.0% | +2.1% | +27.9% | +26.5% |
| YTD | +118.2% | +11.5% | +106.7% | +94.6% |
| 1Y | +102.9% | +13.5% | +89.4% | +77.6% |
| 3Y | +93.6% | +77.7% | +15.9% | +2.9% |
| 5Y | +380.8% | +72.6% | +308.2% | +159.2% |
| All | +55.9% | +307.0% | -251.2% | -72.4% |
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