+3.4%
NTSK vs SPY
+14.6%
-11.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +1.2% |
| 7D | -14.1% | -0.7% | -13.4% | -12.8% |
| 30D | +23.6% | -1.0% | +24.7% | +26.6% |
| 3M | +65.0% | -0.3% | +65.3% | +67.3% |
| 6M | +120.6% | +7.3% | +113.3% | +93.6% |
| YTD | +29.8% | +13.3% | +16.5% | +4.5% |
| 1Y | +3.4% | +14.8% | -11.4% | -17.8% |
| All | +3.4% | +14.6% | -11.3% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling