+177.8%
SE vs NTRS
+168.2%
+9.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | -5.2% | +1.4% | -6.6% | -5.7% |
| 30D | -17.1% | -0.7% | -16.4% | -16.9% |
| 3M | +24.0% | +11.3% | +12.7% | +19.2% |
| 6M | +21.0% | +35.5% | -14.6% | +8.4% |
| YTD | -16.7% | +40.6% | -57.3% | -26.5% |
| 1Y | -45.9% | +49.2% | -95.1% | -53.4% |
| 3Y | +177.8% | +167.2% | +10.6% | +119.7% |
| All | +177.8% | +168.2% | +9.7% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling