-3.2%
NTST vs SPY
+81.8%
-84.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.9% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -1.2% | -0.9% | -0.2% | -0.8% |
| 3M | +2.4% | +3.9% | -1.5% | +0.3% |
| 6M | -0.1% | +14.5% | -14.6% | -6.9% |
| YTD | +18.5% | +12.9% | +5.5% | +10.9% |
| 1Y | +18.0% | +19.4% | -1.4% | +7.1% |
| 3Y | +38.2% | +78.5% | -40.2% | -3.6% |
| 5Y | -3.2% | +81.8% | -84.9% | -32.9% |
| All | -3.2% | +81.8% | -84.9% | -32.9% |
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 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