+93.7%
SPG vs NTR
+103.6%
-9.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +0.5% |
| 7D | 0.0% | +3.8% | -3.8% | -1.6% |
| 30D | -4.9% | +25.2% | -30.2% | -13.5% |
| 3M | +3.3% | +21.0% | -17.7% | -5.1% |
| 6M | +11.2% | +7.6% | +3.6% | +5.9% |
| YTD | +17.1% | +32.9% | -15.8% | +0.6% |
| 1Y | +21.6% | +43.1% | -21.5% | +0.3% |
| 3Y | +111.9% | +41.6% | +70.3% | +69.5% |
| 5Y | +106.9% | +54.8% | +52.2% | +29.5% |
| All | +93.7% | +103.6% | -9.8% | -22.4% |
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