+47.6%
NTR vs SM
+108.0%
-60.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -2.5% | +2.1% | -4.6% | -3.0% |
| 30D | +17.0% | +18.1% | -1.1% | +12.1% |
| 3M | +22.2% | +17.0% | +5.2% | +16.6% |
| 6M | +5.2% | +55.4% | -50.2% | -7.5% |
| YTD | +29.7% | +108.6% | -78.9% | +5.3% |
| 1Y | +39.4% | +45.7% | -6.3% | +23.1% |
| 3Y | +38.2% | -0.3% | +38.5% | +29.4% |
| 5Y | +47.6% | +113.0% | -65.4% | +5.5% |
| All | +47.6% | +108.0% | -60.4% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling