+3.7%
SKDD vs NTRS
-5.9%
+9.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -4.9% |
| 7D | +29.2% | +2.1% | +27.1% | +34.9% |
| 30D | +57.2% | +2.7% | +54.4% | +68.0% |
| 3M | -19.0% | -5.7% | -13.2% | -23.8% |
| All | +3.7% | -5.9% | +9.5% | -2.2% |
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 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 · Available span rolling