+49.2%
NTRS vs SUI
-8.0%
+57.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.4% | -4.2% | +5.5% | +1.6% |
| 30D | -0.7% | -3.3% | +2.6% | -0.5% |
| 3M | +11.3% | -8.2% | +19.5% | +12.1% |
| 6M | +35.5% | -14.5% | +50.0% | +37.8% |
| YTD | +40.6% | -5.9% | +46.5% | +41.0% |
| 1Y | +49.2% | -9.7% | +58.9% | +51.5% |
| All | +49.2% | -8.0% | +57.2% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling