+162.4%
NATH vs SPY
+318.9%
-156.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -0.3% | -2.0% | +1.6% | +1.0% |
| 30D | +0.4% | -1.7% | +2.0% | +1.5% |
| 3M | -3.1% | +4.7% | -7.8% | -6.3% |
| 6M | -2.4% | +12.5% | -14.9% | -10.5% |
| YTD | +5.6% | +11.7% | -6.2% | -2.8% |
| 1Y | -4.7% | +17.5% | -22.2% | -15.5% |
| 3Y | +51.0% | +76.6% | -25.5% | -0.5% |
| 5Y | +80.0% | +82.0% | -2.0% | +14.2% |
| All | +162.4% | +318.9% | -156.5% | -19.5% |
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