+901.5%
NKSH vs SPY
+768.4%
+133.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +0.2% | +2.6% | -2.4% | -1.3% |
| 30D | -8.6% | -2.0% | -6.6% | -7.6% |
| 3M | -7.9% | -2.8% | -5.1% | -6.5% |
| 6M | +14.0% | +2.1% | +11.8% | +12.3% |
| YTD | +19.6% | +11.5% | +8.1% | +11.9% |
| 1Y | +36.9% | +13.5% | +23.5% | +26.8% |
| 3Y | +79.0% | +77.7% | +1.3% | +28.5% |
| 5Y | +33.3% | +72.6% | -39.3% | -4.9% |
| 10Y | +63.4% | +308.2% | -244.8% | -25.9% |
| All | +901.5% | +768.4% | +133.1% | +226.9% |
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