+95.6%
NTR vs SFM
+212.8%
-117.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.3% |
| 7D | +3.8% | -5.8% | +9.7% | +4.5% |
| 30D | +25.2% | -11.4% | +36.6% | +26.9% |
| 3M | +21.0% | -12.2% | +33.2% | +22.5% |
| 6M | +7.6% | -5.2% | +12.8% | +7.3% |
| YTD | +32.9% | -4.5% | +37.3% | +32.2% |
| 1Y | +43.1% | -45.4% | +88.4% | +52.6% |
| 3Y | +41.6% | +91.1% | -49.5% | +23.6% |
| 5Y | +54.8% | +226.8% | -172.0% | +23.8% |
| All | +95.6% | +212.8% | -117.2% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling