+153.3%
SU vs NTR
+97.9%
+55.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +2.2% | -1.3% | +3.5% | +3.0% |
| 30D | +8.4% | +16.8% | -8.3% | -1.4% |
| 3M | +12.1% | +20.7% | -8.7% | -0.3% |
| 6M | +19.7% | +0.5% | +19.1% | +18.0% |
| YTD | +58.4% | +29.2% | +29.2% | +33.2% |
| 1Y | +67.2% | +39.6% | +27.6% | +32.8% |
| 3Y | +125.0% | +37.9% | +87.2% | +73.9% |
| 5Y | +355.1% | +47.1% | +308.0% | +198.7% |
| All | +153.3% | +97.9% | +55.3% | +15.5% |
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