+255.5%
NTRS vs SNY
+64.5%
+191.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.4% | -3.3% | +4.7% | +2.5% |
| 30D | -0.7% | -2.2% | +1.5% | 0.0% |
| 3M | +11.3% | -3.0% | +14.4% | +12.1% |
| 6M | +35.5% | +2.7% | +32.8% | +33.5% |
| YTD | +40.6% | -6.8% | +47.4% | +42.9% |
| 1Y | +49.2% | -5.3% | +54.5% | +50.1% |
| 3Y | +167.2% | -9.8% | +177.0% | +165.2% |
| 5Y | +94.9% | +9.7% | +85.3% | +72.3% |
| All | +255.5% | +64.5% | +191.0% | +167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling