+47.6%
NTR vs SFM
+212.1%
-164.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.3% |
| 7D | -2.5% | -8.8% | +6.3% | -1.4% |
| 30D | +17.0% | -14.5% | +31.5% | +19.1% |
| 3M | +22.2% | -16.8% | +39.0% | +24.5% |
| 6M | +5.2% | -5.3% | +10.5% | +4.7% |
| YTD | +29.7% | -9.4% | +39.0% | +29.7% |
| 1Y | +39.4% | -46.2% | +85.6% | +49.7% |
| 3Y | +38.2% | +81.3% | -43.1% | +16.4% |
| 5Y | +47.6% | +211.9% | -164.3% | +14.4% |
| All | +47.6% | +212.1% | -164.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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