-73.1%
SMR vs NTR
+43.1%
-116.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.6% |
| 7D | +4.4% | +8.1% | -3.7% | +5.1% |
| 30D | +3.4% | +18.8% | -15.3% | +4.8% |
| 3M | -19.2% | +16.2% | -35.4% | -17.9% |
| 6M | -22.6% | +9.8% | -32.4% | -23.0% |
| YTD | -31.5% | +30.9% | -62.4% | -34.0% |
| 1Y | -73.1% | +41.8% | -114.8% | -73.9% |
| All | -73.1% | +43.1% | -116.2% | -73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling