+289.1%
SN vs NTR
+26.5%
+262.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -7.3% | -1.3% | -6.0% | -7.1% |
| 30D | -13.6% | +16.8% | -30.4% | -15.5% |
| 3M | +18.6% | +20.7% | -2.2% | +15.2% |
| 6M | +46.0% | +0.5% | +45.4% | +45.5% |
| YTD | +43.7% | +29.2% | +14.5% | +34.1% |
| 1Y | +39.2% | +39.6% | -0.4% | +26.7% |
| 3Y | +306.5% | +37.9% | +268.6% | +283.5% |
| All | +289.1% | +26.5% | +262.6% | +315.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling