+255.5%
NTRS vs SUI
+101.8%
+153.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.4% | -4.2% | +5.5% | +3.0% |
| 30D | -0.7% | -3.3% | +2.6% | +0.5% |
| 3M | +11.3% | -8.2% | +19.5% | +14.6% |
| 6M | +35.5% | -14.5% | +50.0% | +43.2% |
| YTD | +40.6% | -5.9% | +46.5% | +42.8% |
| 1Y | +49.2% | -9.7% | +58.9% | +53.8% |
| 3Y | +167.2% | +7.7% | +159.5% | +151.9% |
| 5Y | +94.9% | -31.9% | +126.8% | +116.1% |
| All | +255.5% | +101.8% | +153.7% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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