-53.5%
NAUT vs SPY
+74.6%
-128.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +2.2% |
| 7D | +5.7% | -0.9% | +6.6% | +7.5% |
| 30D | +11.5% | -2.4% | +13.9% | +16.3% |
| 3M | +171.6% | -1.2% | +172.8% | +177.7% |
| 6M | -19.9% | +3.3% | -23.2% | -23.8% |
| YTD | +24.1% | +12.3% | +11.8% | +3.3% |
| 1Y | +45.8% | +12.4% | +33.3% | +20.8% |
| 3Y | -8.7% | +78.8% | -87.5% | -60.2% |
| 5Y | -53.5% | +75.2% | -128.6% | -79.0% |
| All | -53.5% | +74.6% | -128.1% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling