+90.2%
NTR vs SPY
+225.0%
-134.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.0% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | +16.8% | -1.1% | +17.8% | +17.7% |
| 3M | +20.7% | +3.9% | +16.9% | +16.7% |
| 6M | +0.5% | +13.6% | -13.1% | -10.1% |
| YTD | +29.2% | +12.7% | +16.5% | +16.1% |
| 1Y | +39.6% | +17.5% | +22.1% | +21.0% |
| 3Y | +37.9% | +76.9% | -39.0% | -18.2% |
| 5Y | +47.1% | +83.6% | -36.5% | -16.8% |
| All | +90.2% | +225.0% | -134.9% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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