+55.0%
SIRI vs NTRS
+37.4%
+17.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.3% |
| 7D | +15.9% | -0.9% | +16.8% | +15.9% |
| 30D | +26.0% | +1.1% | +24.9% | +26.0% |
| 3M | +9.2% | -6.6% | +15.8% | +9.2% |
| 6M | +28.3% | +7.1% | +21.2% | +29.3% |
| YTD | +71.5% | +27.4% | +44.1% | +62.4% |
| 1Y | +55.0% | +36.5% | +18.4% | +41.5% |
| All | +55.0% | +37.4% | +17.6% | +41.5% |
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 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