-14.4%
SMR vs NTR
+4.7%
-19.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.3% | -15.5% |
| 7D | -11.2% | -1.3% | -10.0% | -10.7% |
| 30D | -10.2% | +16.8% | -27.0% | -15.1% |
| 3M | -10.0% | +20.7% | -30.8% | -16.7% |
| 6M | -30.5% | +0.5% | -31.0% | -31.7% |
| YTD | -39.2% | +29.2% | -68.4% | -46.7% |
| 1Y | -75.5% | +39.6% | -115.1% | -79.4% |
| 3Y | +45.4% | +37.9% | +7.6% | +21.0% |
| All | -14.4% | +4.7% | -19.1% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling