+47.6%
NTR vs SBAC
-45.4%
+93.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.4% | -1.9% |
| 7D | -2.5% | -5.3% | +2.8% | -1.4% |
| 30D | +17.0% | +0.4% | +16.6% | +16.9% |
| 3M | +22.2% | -11.9% | +34.1% | +25.2% |
| 6M | +5.2% | -4.5% | +9.7% | +5.2% |
| YTD | +29.7% | -4.3% | +34.0% | +29.4% |
| 1Y | +39.4% | -3.9% | +43.3% | +38.7% |
| 3Y | +38.2% | -11.0% | +49.2% | +38.3% |
| 5Y | +47.6% | -44.1% | +91.7% | +64.7% |
| All | +47.6% | -45.4% | +93.0% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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