+103.8%
SPG vs NTR
+45.7%
+58.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | -6.1% | +16.8% | -22.9% | -8.5% |
| 3M | -3.6% | +20.7% | -24.4% | -6.7% |
| 6M | +10.4% | +0.5% | +9.9% | +9.8% |
| YTD | +14.4% | +29.2% | -14.8% | +8.1% |
| 1Y | +16.5% | +39.6% | -23.0% | +8.2% |
| 3Y | +106.8% | +37.9% | +68.9% | +89.6% |
| All | +103.8% | +45.7% | +58.1% | +66.7% |
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 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