+973.5%
NKSH vs SPY
+784.5%
+189.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +2.3% | +0.1% | +2.3% | +2.3% |
| 3M | +20.5% | +2.0% | +18.6% | +18.9% |
| 6M | +12.9% | +13.0% | -0.1% | +4.9% |
| YTD | +28.2% | +13.5% | +14.6% | +18.7% |
| 1Y | +42.1% | +20.0% | +22.1% | +27.4% |
| 3Y | +86.2% | +77.2% | +9.0% | +33.8% |
| 5Y | +44.9% | +81.9% | -37.0% | +0.3% |
| 10Y | +80.0% | +314.1% | -234.1% | -19.1% |
| All | +973.5% | +784.5% | +189.0% | +246.9% |
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