+115.3%
SPOT vs NTRS
+93.2%
+22.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -3.1% | +1.4% | -4.4% | -3.5% |
| 30D | +7.4% | -0.7% | +8.0% | +7.6% |
| 3M | +8.2% | +11.3% | -3.1% | +3.9% |
| 6M | +2.2% | +35.5% | -33.3% | -9.0% |
| YTD | -9.5% | +40.6% | -50.1% | -21.2% |
| 1Y | -23.8% | +49.2% | -73.0% | -35.5% |
| 3Y | +233.5% | +167.2% | +66.2% | +110.8% |
| All | +115.3% | +93.2% | +22.1% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling