+90.2%
NTR vs SNY
+45.3%
+44.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.3% | -3.3% | +2.0% | -0.5% |
| 30D | +16.8% | -2.2% | +18.9% | +17.3% |
| 3M | +20.7% | -3.0% | +23.8% | +21.4% |
| 6M | +0.5% | +2.7% | -2.2% | -0.7% |
| YTD | +29.2% | -6.8% | +36.0% | +30.8% |
| 1Y | +39.6% | -5.3% | +44.9% | +40.5% |
| 3Y | +37.9% | -9.8% | +47.7% | +37.5% |
| 5Y | +47.1% | +9.7% | +37.4% | +32.7% |
| All | +90.2% | +45.3% | +44.9% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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