-72.9%
NAUT vs SPY
+77.4%
-150.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +3.5% |
| 7D | +0.1% | +0.5% | -0.4% | -1.0% |
| 30D | +3.1% | -0.9% | +4.1% | +4.8% |
| 3M | -60.2% | +3.9% | -64.1% | -63.0% |
| 6M | -62.4% | +14.5% | -77.0% | -70.6% |
| YTD | -52.4% | +12.9% | -65.3% | -61.9% |
| 1Y | +32.4% | +19.4% | +13.0% | -3.7% |
| All | -72.9% | +77.4% | -150.2% | -90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling