+167.2%
NTRS vs SPY
+77.0%
+90.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.2% |
| 7D | +1.4% | -0.8% | +2.1% | +2.2% |
| 30D | -0.7% | -1.1% | +0.4% | +0.4% |
| 3M | +11.3% | +3.9% | +7.5% | +6.9% |
| 6M | +35.5% | +13.6% | +21.9% | +18.3% |
| YTD | +40.6% | +12.7% | +27.9% | +24.0% |
| 1Y | +49.2% | +17.5% | +31.7% | +26.0% |
| 3Y | +167.2% | +76.9% | +90.3% | +41.3% |
| All | +167.2% | +77.0% | +90.2% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling