+95.6%
NTR vs SM
+91.2%
+4.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.9% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +25.2% | +31.5% | -6.3% | +19.7% |
| 3M | +21.0% | +17.3% | +3.7% | +17.4% |
| 6M | +7.6% | +48.5% | -40.9% | 0.0% |
| YTD | +32.9% | +106.3% | -73.4% | +16.9% |
| 1Y | +43.1% | +47.3% | -4.2% | +32.2% |
| 3Y | +41.6% | -1.4% | +43.0% | +35.9% |
| 5Y | +54.8% | +114.0% | -59.3% | +29.7% |
| All | +95.6% | +91.2% | +4.4% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling