-2.3%
SO vs NTR
+39.1%
-41.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -5.0% | +16.8% | -21.8% | -5.8% |
| 3M | -5.8% | +20.7% | -26.5% | -6.7% |
| 6M | -7.9% | +0.5% | -8.5% | -8.0% |
| YTD | +2.4% | +29.2% | -26.8% | +1.4% |
| 1Y | -2.3% | +39.6% | -41.9% | -3.3% |
| All | -2.3% | +39.1% | -41.4% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling