+4.7%
NATR vs SPY
+318.9%
-314.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | -1.4% | -2.0% | +0.6% | +0.4% |
| 30D | -14.9% | -1.7% | -13.2% | -13.7% |
| 3M | -33.5% | +4.7% | -38.2% | -36.5% |
| 6M | -45.7% | +12.5% | -58.2% | -51.5% |
| YTD | -36.9% | +11.7% | -48.7% | -43.3% |
| 1Y | -20.6% | +17.5% | -38.1% | -31.9% |
| 3Y | -17.4% | +76.6% | -94.0% | -52.9% |
| 5Y | -16.5% | +82.0% | -98.5% | -54.7% |
| All | +4.7% | +318.9% | -314.2% | -81.9% |
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