+309.7%
SN vs NTR
+30.2%
+279.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.3% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -9.1% | +21.7% | -30.8% | -11.6% |
| 3M | +31.8% | +22.8% | +9.0% | +27.7% |
| 6M | +52.0% | +8.2% | +43.8% | +49.3% |
| YTD | +51.3% | +32.9% | +18.4% | +40.6% |
| 1Y | +46.9% | +45.3% | +1.5% | +32.8% |
| 3Y | +394.9% | +41.7% | +353.3% | +365.9% |
| All | +309.7% | +30.2% | +279.5% | +335.6% |
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