+4,789.7%
SITM vs NTRS
+119.3%
+4,670.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.5% | +4.7% |
| 7D | +3.9% | +1.4% | +2.5% | +2.9% |
| 30D | -6.6% | -0.7% | -5.9% | -6.0% |
| 3M | -11.9% | +11.3% | -23.2% | -18.7% |
| 6M | +81.1% | +35.5% | +45.6% | +43.1% |
| YTD | +80.0% | +40.6% | +39.4% | +36.7% |
| 1Y | +145.8% | +49.2% | +96.6% | +79.5% |
| 3Y | +475.9% | +167.2% | +308.7% | +173.6% |
| 5Y | +189.2% | +94.9% | +94.3% | +71.2% |
| All | +4,789.7% | +119.3% | +4,670.4% | +2,537.7% |
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