+1,686.1%
SM vs NTRS
+3,540.7%
-1,854.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | +4.6% | +1.4% | +3.2% | +3.8% |
| 30D | +18.2% | -0.7% | +18.9% | +18.3% |
| 3M | +22.5% | +11.3% | +11.2% | +15.2% |
| 6M | +50.6% | +35.5% | +15.0% | +26.6% |
| YTD | +108.1% | +40.6% | +67.5% | +70.7% |
| 1Y | +46.0% | +49.2% | -3.2% | +15.7% |
| 3Y | +2.9% | +167.2% | -164.4% | -40.4% |
| 5Y | +112.6% | +94.9% | +17.7% | +41.7% |
| 10Y | +20.7% | +259.5% | -238.8% | -28.5% |
| All | +1,686.1% | +3,540.7% | -1,854.5% | +557.8% |
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