+163.0%
SO vs NTR
+97.9%
+65.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | -5.0% | +16.8% | -21.8% | -7.2% |
| 3M | -5.8% | +20.7% | -26.5% | -8.5% |
| 6M | -7.9% | +0.5% | -8.5% | -8.4% |
| YTD | +2.4% | +29.2% | -26.8% | -2.0% |
| 1Y | -2.3% | +39.6% | -41.9% | -7.9% |
| 3Y | +41.9% | +37.9% | +4.0% | +32.6% |
| 5Y | +58.1% | +47.1% | +11.0% | +39.4% |
| All | +163.0% | +97.9% | +65.1% | +85.6% |
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 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