+620.3%
NTRS vs SBAC
+2,110.4%
-1,490.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.8% |
| 7D | +0.3% | -5.3% | +5.6% | +1.2% |
| 30D | +0.2% | +0.4% | -0.2% | +0.1% |
| 3M | +13.2% | -11.9% | +25.1% | +15.2% |
| 6M | +36.9% | -4.5% | +41.4% | +36.8% |
| YTD | +39.1% | -4.3% | +43.5% | +38.7% |
| 1Y | +50.4% | -3.9% | +54.3% | +49.8% |
| 3Y | +166.8% | -11.0% | +177.8% | +166.8% |
| 5Y | +92.9% | -44.1% | +137.0% | +106.7% |
| 10Y | +255.7% | +81.6% | +174.1% | +213.8% |
| All | +620.3% | +2,110.4% | -1,490.1% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling