-73.1%
SMR vs NTRS
+46.5%
-119.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +4.4% | -0.1% | +4.5% | +4.5% |
| 30D | +3.4% | +1.2% | +2.2% | +1.1% |
| 3M | -19.2% | +8.3% | -27.5% | -27.8% |
| 6M | -22.6% | +30.0% | -52.6% | -48.7% |
| YTD | -31.5% | +38.0% | -69.6% | -59.8% |
| 1Y | -73.1% | +47.4% | -120.5% | -85.7% |
| All | -73.1% | +46.5% | -119.6% | -85.7% |
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 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