+54.6%
NATO vs SPY
+35.7%
+18.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -0.6% | +0.5% | -1.1% | -1.0% |
| 30D | -10.0% | -0.9% | -9.0% | -9.3% |
| 3M | +0.5% | +3.9% | -3.4% | -2.7% |
| 6M | -8.7% | +14.5% | -23.2% | -18.3% |
| YTD | +2.1% | +12.9% | -10.9% | -7.7% |
| 1Y | +6.7% | +19.4% | -12.6% | -7.3% |
| All | +54.6% | +35.7% | +18.9% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling