+95.6%
NTR vs SPY
+225.7%
-130.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +2.0% |
| 7D | +3.8% | +0.5% | +3.3% | +3.4% |
| 30D | +25.2% | -0.9% | +26.2% | +26.1% |
| 3M | +21.0% | +3.9% | +17.1% | +17.0% |
| 6M | +7.6% | +14.5% | -6.9% | -4.4% |
| YTD | +32.9% | +12.9% | +19.9% | +19.2% |
| 1Y | +43.1% | +19.4% | +23.7% | +22.5% |
| 3Y | +41.6% | +78.5% | -36.9% | -16.6% |
| 5Y | +54.8% | +81.8% | -27.0% | -11.6% |
| All | +95.6% | +225.7% | -130.2% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling