-23.0%
NATR vs SPY
+307.0%
-330.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | -4.7% | +2.6% | -7.3% | -6.9% |
| 30D | -17.8% | -2.0% | -15.9% | -15.8% |
| 3M | -32.3% | -2.8% | -29.5% | -30.2% |
| 6M | -53.6% | +2.1% | -55.7% | -54.4% |
| YTD | -52.0% | +11.5% | -63.5% | -56.4% |
| 1Y | -50.0% | +13.5% | -63.5% | -55.4% |
| 3Y | -38.4% | +77.7% | -116.1% | -64.5% |
| 5Y | -42.8% | +72.6% | -115.4% | -66.6% |
| All | -23.0% | +307.0% | -330.0% | -82.5% |
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