+562.3%
SE vs NTRS
+151.0%
+411.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.6% |
| 7D | -4.8% | +0.3% | -5.1% | -5.0% |
| 30D | -18.1% | +0.2% | -18.3% | -18.3% |
| 3M | +30.6% | +13.2% | +17.4% | +22.6% |
| 6M | +20.8% | +36.9% | -16.2% | +2.9% |
| YTD | -15.6% | +39.1% | -54.7% | -28.8% |
| 1Y | -44.2% | +50.4% | -94.7% | -55.0% |
| 3Y | +181.5% | +166.8% | +14.8% | +65.3% |
| 5Y | -66.9% | +92.9% | -159.8% | -76.9% |
| All | +562.3% | +151.0% | +411.3% | +294.7% |
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 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