-19.9%
NAUT vs SPY
+3.7%
-23.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +2.4% |
| 7D | +5.7% | -0.9% | +6.6% | +6.8% |
| 30D | +11.5% | -2.4% | +13.9% | +15.1% |
| 3M | +171.6% | -1.2% | +172.8% | +176.6% |
| 6M | -19.9% | +3.3% | -23.2% | -22.2% |
| All | -19.9% | +3.7% | -23.6% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling