-35.0%
SFM vs NTRS
+43.5%
-78.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +3.9% |
| 7D | -12.3% | +3.6% | -15.8% | -11.9% |
| 30D | -16.2% | +4.3% | -20.5% | -15.8% |
| 3M | -36.8% | -1.9% | -34.8% | -36.7% |
| 6M | -32.6% | +11.4% | -44.0% | -31.5% |
| YTD | -31.7% | +32.3% | -64.0% | -28.5% |
| 1Y | -35.0% | +42.5% | -77.5% | -32.4% |
| All | -35.0% | +43.5% | -78.5% | -32.4% |
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