+168.5%
SO vs NTR
+103.6%
+65.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +1.0% | +3.8% | -2.8% | +0.5% |
| 30D | -3.2% | +25.2% | -28.4% | -6.4% |
| 3M | -1.7% | +21.0% | -22.7% | -4.6% |
| 6M | -7.2% | +7.6% | -14.8% | -8.6% |
| YTD | +4.6% | +32.9% | -28.3% | -0.4% |
| 1Y | +1.2% | +43.1% | -41.8% | -4.9% |
| 3Y | +45.3% | +41.6% | +3.7% | +35.3% |
| 5Y | +58.7% | +54.8% | +4.0% | +38.6% |
| All | +168.5% | +103.6% | +65.0% | +88.7% |
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