+46.5%
NTR vs SPY
+82.3%
-35.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | +16.8% | -1.1% | +17.8% | +17.4% |
| 3M | +20.7% | +3.9% | +16.9% | +17.8% |
| 6M | +0.5% | +13.6% | -13.1% | -7.4% |
| YTD | +29.2% | +12.7% | +16.5% | +19.5% |
| 1Y | +39.6% | +17.5% | +22.1% | +25.6% |
| 3Y | +37.9% | +76.9% | -39.0% | -9.1% |
| All | +46.5% | +82.3% | -35.8% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling