+19.9%
SM vs NTRS
+259.9%
-240.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.2% |
| 7D | +4.6% | +1.4% | +3.2% | +3.2% |
| 30D | +18.2% | -0.7% | +18.9% | +18.4% |
| 3M | +22.5% | +11.3% | +11.2% | +9.3% |
| 6M | +50.6% | +35.5% | +15.0% | +8.6% |
| YTD | +108.1% | +40.6% | +67.5% | +42.7% |
| 1Y | +46.0% | +49.2% | -3.2% | -6.6% |
| 3Y | +2.9% | +167.2% | -164.4% | -66.0% |
| 5Y | +112.6% | +94.9% | +17.7% | -11.6% |
| All | +19.9% | +259.9% | -240.1% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling