+133.9%
NTB vs SPY
+81.0%
+52.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.1% |
| 7D | +0.2% | -0.4% | +0.5% | +0.5% |
| 30D | -3.8% | -1.4% | -2.4% | -2.7% |
| 3M | +3.7% | +3.7% | 0.0% | +0.5% |
| 6M | +21.9% | +13.0% | +8.9% | +9.9% |
| YTD | +23.0% | +12.4% | +10.6% | +11.3% |
| 1Y | +36.7% | +18.5% | +18.2% | +18.0% |
| 3Y | +139.2% | +77.6% | +61.6% | +42.7% |
| 5Y | +133.9% | +81.7% | +52.2% | +34.4% |
| All | +133.9% | +81.0% | +52.9% | +34.4% |
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