+222.8%
SPYM vs NTR
+98.7%
+124.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -2.0% | -2.5% | +0.5% | -1.4% |
| 30D | -1.6% | +17.0% | -18.7% | -5.6% |
| 3M | +4.7% | +22.2% | -17.4% | -0.8% |
| 6M | +12.6% | +5.2% | +7.4% | +10.0% |
| YTD | +11.8% | +29.7% | -17.9% | +2.8% |
| 1Y | +17.5% | +39.4% | -21.9% | +5.5% |
| 3Y | +77.0% | +38.2% | +38.8% | +56.1% |
| 5Y | +82.6% | +47.6% | +35.0% | +45.4% |
| All | +222.8% | +98.7% | +124.1% | +107.3% |
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