-32.9%
NTSK vs SPY
+15.8%
-48.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +5.6% |
| 7D | +5.3% | -2.0% | +7.3% | +9.3% |
| 30D | -1.9% | -1.7% | -0.2% | +1.5% |
| 3M | +78.3% | +4.7% | +73.5% | +63.3% |
| 6M | +25.7% | +12.5% | +13.2% | -0.6% |
| YTD | -13.9% | +11.7% | -25.6% | -30.5% |
| All | -32.9% | +15.8% | -48.6% | -48.4% |
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