+48.1%
NTRS vs SNY
+2.0%
+46.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | +1.7% | +3.4% | -1.7% | +1.6% |
| 3M | +8.9% | -0.3% | +9.2% | +8.9% |
| 6M | +30.6% | +1.0% | +29.6% | +30.0% |
| YTD | +38.7% | -3.6% | +42.3% | +38.0% |
| 1Y | +48.1% | +3.0% | +45.1% | +48.8% |
| All | +48.1% | +2.0% | +46.1% | +48.8% |
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