+86.9%
NTRS vs SUI
-33.5%
+120.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | +0.9% | -4.3% | +5.1% | +2.7% |
| 30D | -1.2% | -2.1% | +0.9% | -0.4% |
| 3M | +8.8% | -6.1% | +14.9% | +11.2% |
| 6M | +34.7% | -12.8% | +47.4% | +42.0% |
| YTD | +37.2% | -4.6% | +41.9% | +38.7% |
| 1Y | +46.3% | -7.7% | +54.0% | +49.9% |
| 3Y | +163.2% | +10.9% | +152.3% | +139.5% |
| 5Y | +86.9% | -32.4% | +119.3% | +112.1% |
| All | +86.9% | -33.5% | +120.4% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling