+92.9%
NTRS vs SNY
+9.4%
+83.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.4% | -3.3% | +4.7% | +2.1% |
| 30D | -0.7% | -2.2% | +1.5% | -0.2% |
| 3M | +11.3% | -3.0% | +14.4% | +11.8% |
| 6M | +35.5% | +2.7% | +32.8% | +34.3% |
| YTD | +40.6% | -6.8% | +47.4% | +42.0% |
| 1Y | +49.2% | -5.3% | +54.5% | +49.8% |
| 3Y | +167.2% | -9.8% | +177.0% | +166.3% |
| All | +92.9% | +9.4% | +83.5% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling