+33.2%
NKSH vs SPY
+72.1%
-38.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.2% | +2.6% | -2.4% | -1.0% |
| 30D | -8.6% | -2.0% | -6.6% | -7.8% |
| 3M | -7.9% | -2.8% | -5.1% | -6.8% |
| 6M | +14.0% | +2.1% | +11.8% | +12.7% |
| YTD | +19.6% | +11.5% | +8.1% | +13.4% |
| 1Y | +36.9% | +13.5% | +23.5% | +28.8% |
| 3Y | +79.0% | +77.7% | +1.3% | +45.8% |
| All | +33.2% | +72.1% | -38.9% | +8.6% |
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