-1.8%
NTST vs SPY
+74.6%
-76.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | +6.9% | -2.4% | +9.2% | +7.9% |
| 3M | -4.5% | -1.2% | -3.4% | -4.2% |
| 6M | -7.3% | +3.3% | -10.5% | -9.2% |
| YTD | +10.0% | +12.3% | -2.3% | +3.0% |
| 1Y | +6.6% | +12.4% | -5.9% | -0.4% |
| 3Y | +44.0% | +78.8% | -34.8% | -0.5% |
| 5Y | -1.8% | +75.2% | -76.9% | -30.8% |
| All | -1.8% | +74.6% | -76.4% | -30.8% |
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 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