+82.3%
SFM vs NTRS
+338.6%
-256.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -7.2% | +0.9% | -8.0% | -7.3% |
| 30D | -14.3% | -1.2% | -13.1% | -14.0% |
| 3M | -13.7% | +8.8% | -22.5% | -15.5% |
| 6M | -6.0% | +34.7% | -40.7% | -12.8% |
| YTD | -8.2% | +37.2% | -45.5% | -15.5% |
| 1Y | -46.2% | +46.3% | -92.6% | -51.4% |
| 3Y | +83.6% | +163.2% | -79.7% | +42.0% |
| 5Y | +212.7% | +86.9% | +125.8% | +158.0% |
| 10Y | +273.0% | +250.9% | +22.1% | +139.6% |
| All | +82.3% | +338.6% | -256.3% | +4.5% |
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