+279.3%
NTB vs SPY
+318.2%
-38.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -1.3% |
| 30D | -5.1% | -1.1% | -4.1% | -4.1% |
| 3M | +4.5% | +3.9% | +0.6% | 0.0% |
| 6M | +21.4% | +13.6% | +7.8% | +5.1% |
| YTD | +24.1% | +12.7% | +11.5% | +8.3% |
| 1Y | +35.5% | +17.5% | +17.9% | +12.5% |
| 3Y | +140.1% | +76.9% | +63.2% | +23.0% |
| 5Y | +137.1% | +83.6% | +53.5% | +14.9% |
| All | +279.3% | +318.2% | -38.9% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling