+49.2%
NTRS vs SPY
+18.1%
+31.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.3% |
| 7D | +1.4% | -0.8% | +2.1% | +2.1% |
| 30D | -0.7% | -1.1% | +0.4% | +0.3% |
| 3M | +11.3% | +3.9% | +7.5% | +7.2% |
| 6M | +35.5% | +13.6% | +21.9% | +18.2% |
| YTD | +40.6% | +12.7% | +27.9% | +24.2% |
| 1Y | +49.2% | +17.5% | +31.7% | +27.5% |
| All | +49.2% | +18.1% | +31.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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