+90.2%
NTR vs SM
+92.9%
-2.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.3% | +4.6% | -5.8% | -2.0% |
| 30D | +16.8% | +18.2% | -1.4% | +13.6% |
| 3M | +20.7% | +22.5% | -1.8% | +16.4% |
| 6M | +0.5% | +50.6% | -50.0% | -6.8% |
| YTD | +29.2% | +108.1% | -78.9% | +13.5% |
| 1Y | +39.6% | +46.0% | -6.4% | +29.2% |
| 3Y | +37.9% | +2.9% | +35.0% | +31.4% |
| 5Y | +47.1% | +112.6% | -65.5% | +23.3% |
| All | +90.2% | +92.9% | -2.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling