+5,187.5%
SPG vs NTRS
+3,496.3%
+1,691.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -1.7% | +0.9% | -2.5% | -2.1% |
| 30D | -6.3% | -1.2% | -5.0% | -5.8% |
| 3M | -2.4% | +8.8% | -11.2% | -6.7% |
| 6M | +9.6% | +34.7% | -25.1% | -6.1% |
| YTD | +14.2% | +37.2% | -23.0% | -3.6% |
| 1Y | +19.3% | +46.3% | -27.0% | -2.8% |
| 3Y | +106.7% | +163.2% | -56.5% | +23.6% |
| 5Y | +104.2% | +86.9% | +17.3% | +40.8% |
| 10Y | +63.7% | +250.9% | -187.2% | -16.4% |
| All | +5,187.5% | +3,496.3% | +1,691.1% | +1,817.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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