+362.5%
NATR vs SPY
+1,045.7%
-683.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.2% | +3.3% | -3.1% | -2.8% |
| 30D | -19.4% | -2.7% | -16.8% | -16.8% |
| 3M | -33.7% | -1.7% | -32.0% | -32.2% |
| 6M | -54.2% | +3.1% | -57.3% | -55.4% |
| YTD | -52.4% | +11.9% | -64.3% | -57.1% |
| 1Y | -50.3% | +12.0% | -62.3% | -55.3% |
| 3Y | -39.5% | +78.2% | -117.7% | -65.8% |
| 5Y | -43.2% | +73.2% | -116.5% | -67.6% |
| 10Y | -22.3% | +309.6% | -331.9% | -81.3% |
| All | +362.5% | +1,045.7% | -683.2% | -33.5% |
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 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