-85.6%
SMR vs NTRS
+43.5%
-129.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -7.1% |
| 7D | -9.5% | +3.6% | -13.1% | -12.3% |
| 30D | -33.2% | +4.3% | -37.5% | -35.6% |
| 3M | -45.9% | -1.9% | -44.0% | -46.2% |
| 6M | -57.9% | +11.4% | -69.3% | -63.9% |
| YTD | -63.8% | +32.3% | -96.1% | -78.3% |
| 1Y | -85.6% | +42.5% | -128.1% | -92.4% |
| All | -85.6% | +43.5% | -129.1% | -92.4% |
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 · 6 months rolling