+22.8%
NAUT vs SPY
+12.1%
+10.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.0% |
| 7D | +4.0% | +2.6% | +1.4% | +0.5% |
| 30D | +7.4% | -2.0% | +9.4% | +11.1% |
| 3M | +160.7% | -2.8% | +163.5% | +172.3% |
| 6M | -21.4% | +2.1% | -23.5% | -22.6% |
| YTD | +19.0% | +11.5% | +7.5% | -0.5% |
| 1Y | +22.8% | +13.5% | +9.3% | -0.2% |
| All | +22.8% | +12.1% | +10.7% | -0.2% |
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