+475.9%
SITM vs NTRS
+168.2%
+307.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.5% | +4.6% |
| 7D | +3.9% | +1.4% | +2.5% | +2.7% |
| 30D | -6.6% | -0.7% | -5.9% | -5.9% |
| 3M | -11.9% | +11.3% | -23.2% | -19.5% |
| 6M | +81.1% | +35.5% | +45.6% | +37.2% |
| YTD | +80.0% | +40.6% | +39.4% | +29.4% |
| 1Y | +145.8% | +49.2% | +96.6% | +67.8% |
| 3Y | +475.9% | +167.2% | +308.7% | +126.2% |
| All | +475.9% | +168.2% | +307.7% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling