+136.3%
NAT vs SPY
+19.4%
+116.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +3.3% | +0.5% | +2.8% | +3.2% |
| 30D | +10.5% | -0.9% | +11.5% | +10.7% |
| 3M | +40.3% | +3.9% | +36.4% | +39.1% |
| 6M | +36.7% | +14.5% | +22.1% | +30.2% |
| YTD | +123.3% | +12.9% | +110.3% | +112.9% |
| 1Y | +136.3% | +19.4% | +116.9% | +112.1% |
| All | +136.3% | +19.4% | +116.9% | +112.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling