+2,057.0%
SAN vs NTRS
+7,716.8%
-5,659.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.1% |
| 7D | -2.8% | +0.3% | -3.1% | -3.0% |
| 30D | -0.5% | +0.2% | -0.7% | -0.7% |
| 3M | +22.7% | +13.2% | +9.5% | +14.4% |
| 6M | +28.8% | +36.9% | -8.2% | +7.5% |
| YTD | +26.3% | +39.1% | -12.8% | +4.4% |
| 1Y | +48.8% | +50.4% | -1.6% | +17.3% |
| 3Y | +347.2% | +166.8% | +180.4% | +146.2% |
| 5Y | +383.8% | +92.9% | +290.9% | +214.8% |
| 10Y | +335.5% | +255.7% | +79.8% | +101.4% |
| All | +2,057.0% | +7,716.8% | -5,659.8% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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