+771.1%
SE vs NTR
+103.6%
+667.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | +0.6% | +3.8% | -3.2% | -0.6% |
| 30D | -0.1% | +25.2% | -25.3% | -7.3% |
| 3M | +34.1% | +21.0% | +13.1% | +25.3% |
| 6M | +23.2% | +7.6% | +15.6% | +18.5% |
| YTD | -11.2% | +32.9% | -44.0% | -21.1% |
| 1Y | -40.5% | +43.1% | -83.6% | -48.9% |
| 3Y | +196.3% | +41.6% | +154.7% | +149.9% |
| 5Y | -67.0% | +54.8% | -121.8% | -74.8% |
| All | +771.1% | +103.6% | +667.5% | +506.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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