+319.5%
SN vs NTR
+28.1%
+291.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.8% |
| 7D | -9.3% | +8.1% | -17.4% | -10.3% |
| 30D | -4.8% | +18.8% | -23.5% | -7.2% |
| 3M | +40.4% | +16.2% | +24.2% | +37.2% |
| 6M | +50.9% | +9.8% | +41.2% | +47.5% |
| YTD | +54.9% | +30.9% | +24.1% | +44.3% |
| 1Y | +43.0% | +41.8% | +1.3% | +29.9% |
| 3Y | +391.8% | +35.8% | +356.1% | +379.6% |
| All | +319.5% | +28.1% | +291.4% | +347.0% |
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