+370.0%
SPMO vs NTR
+98.7%
+271.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | -1.3% |
| 7D | +0.1% | -2.5% | +2.5% | +0.6% |
| 30D | -0.7% | +17.0% | -17.7% | -4.3% |
| 3M | +2.8% | +22.2% | -19.3% | -2.2% |
| 6M | +24.4% | +5.2% | +19.3% | +21.9% |
| YTD | +24.2% | +29.7% | -5.5% | +15.0% |
| 1Y | +24.5% | +39.4% | -14.9% | +12.8% |
| 3Y | +155.6% | +38.2% | +117.4% | +127.9% |
| 5Y | +148.2% | +47.6% | +100.6% | +102.4% |
| All | +370.0% | +98.7% | +271.3% | +215.0% |
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