+432.7%
SN vs NTR
+15.7%
+417.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | +1.4% | -1.4% | +2.8% | +1.6% |
| 30D | +16.6% | +2.2% | +14.4% | +16.3% |
| 3M | +18.3% | +6.8% | +11.4% | +16.8% |
| 6M | +103.1% | +0.6% | +102.5% | +102.1% |
| YTD | +96.7% | +18.2% | +78.5% | +85.4% |
| 1Y | +134.3% | +21.3% | +113.0% | +118.9% |
| 3Y | +425.2% | +46.6% | +378.6% | +349.9% |
| All | +432.7% | +15.7% | +417.0% | +474.3% |
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 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