+59.1%
SO vs NTR
+45.0%
+14.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | -1.1% | -2.5% | +1.3% | -0.9% |
| 30D | -3.7% | +17.0% | -20.8% | -5.0% |
| 3M | -5.9% | +22.2% | -28.1% | -7.5% |
| 6M | -7.3% | +5.2% | -12.5% | -7.9% |
| YTD | +3.1% | +29.7% | -26.6% | +0.5% |
| 1Y | -1.0% | +39.4% | -40.4% | -4.2% |
| 3Y | +43.2% | +38.2% | +5.1% | +38.0% |
| 5Y | +59.1% | +47.6% | +11.5% | +55.6% |
| All | +59.1% | +45.0% | +14.1% | +55.6% |
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