+3,381.4%
NTRS vs SUI
+4,047.2%
-665.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +3.2% | -1.5% | +4.7% | +3.9% |
| 30D | +9.6% | +3.7% | +5.8% | +7.4% |
| 3M | -6.0% | -0.4% | -5.6% | -6.4% |
| 6M | +10.4% | -2.8% | +13.2% | +10.6% |
| YTD | +32.5% | -1.6% | +34.1% | +31.5% |
| 1Y | +41.2% | -2.1% | +43.2% | +40.4% |
| 3Y | +173.4% | +18.5% | +154.9% | +143.4% |
| 5Y | +65.0% | -26.5% | +91.5% | +81.1% |
| 10Y | +192.3% | +121.6% | +70.7% | +78.3% |
| All | +3,381.4% | +4,047.2% | -665.7% | +542.1% |
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 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