+77.2%
SPYM vs NTR
+36.8%
+40.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | -1.1% | +16.8% | -17.9% | -2.5% |
| 3M | +3.9% | +20.7% | -16.9% | +1.9% |
| 6M | +13.6% | +0.5% | +13.1% | +13.4% |
| YTD | +12.7% | +29.2% | -16.5% | +8.4% |
| 1Y | +17.6% | +39.6% | -22.0% | +11.4% |
| 3Y | +77.2% | +37.9% | +39.4% | +66.1% |
| All | +77.2% | +36.8% | +40.5% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling