+45.4%
SMR vs NTRS
+168.2%
-122.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.1% | -16.7% | -16.8% |
| 7D | -11.2% | +1.4% | -12.6% | -12.9% |
| 30D | -10.2% | -0.7% | -9.6% | -10.4% |
| 3M | -10.0% | +11.3% | -21.4% | -21.5% |
| 6M | -30.5% | +35.5% | -66.0% | -52.4% |
| YTD | -39.2% | +40.6% | -79.8% | -59.7% |
| 1Y | -75.5% | +49.2% | -124.7% | -84.7% |
| 3Y | +45.4% | +167.2% | -121.8% | -60.6% |
| All | +45.4% | +168.2% | -122.7% | -60.6% |
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