+3,545.3%
NTRS vs SUI
+4,037.5%
-492.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.2% |
| 7D | +0.4% | -2.8% | +3.2% | +1.7% |
| 30D | +1.7% | -1.2% | +2.9% | +2.1% |
| 3M | +8.9% | -1.7% | +10.6% | +9.2% |
| 6M | +30.6% | -10.5% | +41.1% | +36.5% |
| YTD | +38.7% | -1.8% | +40.5% | +38.5% |
| 1Y | +48.1% | -4.1% | +52.2% | +49.2% |
| 3Y | +165.5% | +11.3% | +154.2% | +144.1% |
| 5Y | +85.6% | -32.1% | +117.7% | +112.2% |
| 10Y | +246.1% | +110.4% | +135.6% | +116.6% |
| All | +3,545.3% | +4,037.5% | -492.2% | +576.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling