+2.9%
SM vs NTRS
+168.2%
-165.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +4.6% | +1.4% | +3.2% | +4.0% |
| 30D | +18.2% | -0.7% | +18.9% | +18.4% |
| 3M | +22.5% | +11.3% | +11.2% | +16.5% |
| 6M | +50.6% | +35.5% | +15.0% | +29.1% |
| YTD | +108.1% | +40.6% | +67.5% | +73.4% |
| 1Y | +46.0% | +49.2% | -3.2% | +17.0% |
| 3Y | +2.9% | +167.2% | -164.4% | -39.7% |
| All | +2.9% | +168.2% | -165.3% | -39.7% |
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 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