+590.6%
NAT vs SPY
+1,172.9%
-582.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -15.7% | -2.7% | -13.0% | -13.9% |
| 30D | -18.8% | -5.4% | -13.4% | -15.3% |
| 3M | +8.2% | -4.1% | +12.3% | +11.6% |
| 6M | +25.2% | +0.7% | +24.5% | +24.0% |
| YTD | +116.6% | +8.7% | +107.9% | +102.2% |
| 1Y | +107.6% | +10.9% | +96.7% | +90.5% |
| 3Y | +89.7% | +75.0% | +14.7% | +20.6% |
| 5Y | +344.6% | +67.8% | +276.8% | +188.5% |
| 10Y | +81.0% | +312.9% | -231.9% | -36.4% |
| All | +590.6% | +1,172.9% | -582.3% | +44.8% |
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