+48.7%
NTST vs SPY
+148.5%
-99.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -4.0% | +0.1% | -4.0% | -4.0% |
| 3M | +4.0% | +2.0% | +2.0% | +2.7% |
| 6M | -2.1% | +13.0% | -15.1% | -8.5% |
| YTD | +17.7% | +13.5% | +4.2% | +9.5% |
| 1Y | +17.6% | +20.0% | -2.3% | +5.9% |
| 3Y | +36.6% | +77.2% | -40.6% | -5.1% |
| 5Y | -3.2% | +81.9% | -85.1% | -34.0% |
| All | +48.7% | +148.5% | -99.7% | -16.4% |
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 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