+164.4%
NTRS vs SUI
+9.8%
+154.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.6% |
| 7D | +0.3% | -4.1% | +4.4% | +1.6% |
| 30D | +0.2% | -3.2% | +3.3% | +1.0% |
| 3M | +13.2% | -8.4% | +21.6% | +16.0% |
| 6M | +36.9% | -14.4% | +51.3% | +43.4% |
| YTD | +39.1% | -5.5% | +44.7% | +40.5% |
| 1Y | +50.4% | -7.3% | +57.8% | +52.9% |
| All | +164.4% | +9.8% | +154.6% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling