+9.4%
NATH vs SPY
+14.3%
-4.9%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | +0.5% |
| 7D | +1.5% | +4.8% | -3.3% | +0.5% |
| 30D | +1.5% | +4.8% | -3.3% | +0.5% |
| 3M | +1.5% | +4.8% | -3.3% | +0.5% |
| 6M | +1.4% | +8.2% | -6.7% | -0.1% |
| YTD | +10.1% | +13.7% | -3.6% | +8.1% |
| All | +9.4% | +14.3% | -4.9% | +6.8% |
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 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 · Available span rolling