+44.0%
NAUT vs SPY
+14.6%
+29.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -4.7% |
| 7D | -28.7% | -0.7% | -27.9% | -27.8% |
| 30D | +22.5% | -1.0% | +23.5% | +24.5% |
| 3M | +132.5% | -0.3% | +132.8% | +134.4% |
| 6M | -20.8% | +7.3% | -28.1% | -27.0% |
| YTD | +17.4% | +13.3% | +4.1% | -2.0% |
| 1Y | +44.0% | +14.8% | +29.2% | +19.7% |
| All | +44.0% | +14.6% | +29.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling