+1,795.6%
NATH vs SPY
+3,058.1%
-1,262.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | -2.1% | +2.0% | -4.1% | -2.8% |
| 6M | -1.4% | +13.0% | -14.4% | -5.2% |
| YTD | +6.5% | +13.5% | -7.0% | +2.3% |
| 1Y | -2.6% | +20.0% | -22.6% | -8.0% |
| 3Y | +47.2% | +77.2% | -30.0% | +24.1% |
| 5Y | +73.9% | +81.9% | -7.9% | +44.9% |
| 10Y | +161.7% | +314.1% | -152.4% | +82.4% |
| All | +1,795.6% | +3,058.1% | -1,262.5% | +954.3% |
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