-77.8%
NAUT vs SPY
+146.4%
-224.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.0% |
| 7D | +4.0% | +2.6% | +1.4% | +0.3% |
| 30D | +7.4% | -2.0% | +9.4% | +11.3% |
| 3M | +160.7% | -2.8% | +163.5% | +173.1% |
| 6M | -21.4% | +2.1% | -23.5% | -23.6% |
| YTD | +19.0% | +11.5% | +7.5% | +1.3% |
| 1Y | +22.8% | +13.5% | +9.3% | +1.8% |
| 3Y | -23.9% | +77.7% | -101.6% | -64.5% |
| 5Y | -55.3% | +72.6% | -127.9% | -78.5% |
| All | -77.8% | +146.4% | -224.2% | -91.5% |
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