+165.5%
SITM vs NTRS
+47.2%
+118.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +9.7% | +0.4% | +9.3% | +9.5% |
| 30D | +12.7% | +1.7% | +11.0% | +11.8% |
| 3M | -13.4% | +8.9% | -22.3% | -17.2% |
| 6M | +59.6% | +30.6% | +29.0% | +31.6% |
| YTD | +73.3% | +38.7% | +34.6% | +30.2% |
| 1Y | +165.5% | +48.1% | +117.5% | +83.6% |
| All | +165.5% | +47.2% | +118.4% | +83.6% |
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