-91.3%
NAUT vs SPY
+150.9%
-242.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | -2.7% | +0.1% | -2.7% | -2.8% |
| 3M | -66.2% | +2.0% | -68.2% | -67.2% |
| 6M | -65.5% | +13.0% | -78.5% | -71.3% |
| YTD | -53.6% | +13.5% | -67.1% | -61.7% |
| 1Y | +38.8% | +20.0% | +18.8% | +6.0% |
| 3Y | -73.5% | +77.2% | -150.6% | -87.7% |
| 5Y | -88.2% | +81.9% | -170.1% | -94.7% |
| All | -91.3% | +150.9% | -242.3% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling