+1.5%
SMR vs NTR
+5.1%
-3.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.7% |
| 7D | +4.7% | -2.5% | +7.2% | +5.8% |
| 30D | +3.2% | +17.0% | -13.8% | -2.5% |
| 3M | +9.9% | +22.2% | -12.3% | +1.3% |
| 6M | -15.1% | +5.2% | -20.3% | -18.3% |
| YTD | -27.9% | +29.7% | -57.6% | -37.0% |
| 1Y | -70.2% | +39.4% | -109.6% | -75.0% |
| 3Y | +72.5% | +38.2% | +34.3% | +43.3% |
| All | +1.5% | +5.1% | -3.6% | -7.5% |
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