+622.8%
NAT vs SPY
+1,230.0%
-607.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | +18.3% | +0.1% | +18.2% | +18.2% |
| 3M | +43.8% | +2.0% | +41.8% | +41.1% |
| 6M | +34.9% | +13.0% | +21.9% | +22.5% |
| YTD | +126.7% | +13.5% | +113.1% | +104.8% |
| 1Y | +141.4% | +20.0% | +121.5% | +109.0% |
| 3Y | +144.9% | +77.2% | +67.7% | +54.0% |
| 5Y | +330.6% | +81.9% | +248.7% | +163.1% |
| 10Y | +45.9% | +314.1% | -268.1% | -48.9% |
| All | +622.8% | +1,230.0% | -607.2% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling