-18.7%
NATR vs SPY
+81.8%
-100.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | -15.6% | -0.9% | -14.7% | -15.2% |
| 3M | -30.1% | +3.9% | -33.9% | -31.9% |
| 6M | -44.9% | +14.5% | -59.4% | -49.5% |
| YTD | -36.0% | +12.9% | -48.9% | -40.8% |
| 1Y | -19.4% | +19.4% | -38.7% | -28.1% |
| 3Y | -16.1% | +78.5% | -94.6% | -43.3% |
| 5Y | -18.7% | +81.8% | -100.5% | -47.0% |
| All | -18.7% | +81.8% | -100.5% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling