+36.5%
NTRS vs SNY
+1.8%
+34.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.6% |
| 7D | -0.9% | +8.8% | -9.6% | -1.2% |
| 30D | +1.1% | +18.6% | -17.4% | +0.4% |
| 3M | -6.6% | +9.7% | -16.3% | -6.9% |
| 6M | +7.1% | +8.2% | -1.1% | +6.7% |
| YTD | +27.4% | +2.2% | +25.2% | +26.7% |
| 1Y | +36.5% | +1.0% | +35.5% | +35.7% |
| All | +36.5% | +1.8% | +34.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling