-48.8%
SE vs NTRS
+43.5%
-92.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.3% | +3.5% |
| 7D | +6.7% | +3.6% | +3.1% | +5.6% |
| 30D | -17.2% | +4.3% | -21.5% | -18.2% |
| 3M | -28.0% | -1.9% | -26.1% | -28.0% |
| 6M | -6.1% | +11.4% | -17.6% | -9.7% |
| YTD | -37.1% | +32.3% | -69.4% | -43.1% |
| 1Y | -48.8% | +42.5% | -91.3% | -52.8% |
| All | -48.8% | +43.5% | -92.2% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling