+167.2%
NTRS vs SBAC
-9.4%
+176.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +0.8% |
| 7D | +1.4% | -2.1% | +3.5% | +1.7% |
| 30D | -0.7% | +2.0% | -2.7% | -0.9% |
| 3M | +11.3% | -8.3% | +19.6% | +12.7% |
| 6M | +35.5% | +0.3% | +35.2% | +34.4% |
| YTD | +40.6% | -2.2% | +42.8% | +39.8% |
| 1Y | +49.2% | -4.6% | +53.8% | +49.2% |
| 3Y | +167.2% | -8.3% | +175.5% | +157.2% |
| All | +167.2% | -9.4% | +176.6% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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