+391.8%
NATR vs SPY
+1,034.8%
-643.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -9.4% | -0.6% | -8.9% | -8.1% |
| 30D | -13.5% | -3.7% | -9.8% | -9.8% |
| 3M | -30.7% | -2.7% | -27.9% | -28.4% |
| 6M | -54.9% | +2.2% | -57.1% | -55.7% |
| YTD | -49.4% | +10.8% | -60.2% | -53.9% |
| 1Y | -44.7% | +11.2% | -56.0% | -50.0% |
| 3Y | -35.7% | +76.5% | -112.2% | -63.3% |
| 5Y | -36.4% | +72.9% | -109.4% | -63.7% |
| 10Y | -15.6% | +304.8% | -320.4% | -79.5% |
| All | +391.8% | +1,034.8% | -643.0% | -28.7% |
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