+95.6%
NTR vs SBAC
+27.8%
+67.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +25.2% | +3.2% | +22.0% | +24.2% |
| 3M | +21.0% | -5.1% | +26.1% | +22.2% |
| 6M | +7.6% | -2.1% | +9.7% | +6.9% |
| YTD | +32.9% | -0.5% | +33.4% | +31.2% |
| 1Y | +43.1% | +1.1% | +41.9% | +40.4% |
| 3Y | +41.6% | -7.4% | +49.0% | +40.1% |
| 5Y | +54.8% | -44.3% | +99.1% | +73.6% |
| All | +95.6% | +27.8% | +67.8% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling