+311.0%
SN vs NTRS
+165.3%
+145.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.3% | -4.8% |
| 7D | -7.2% | +0.3% | -7.5% | -7.5% |
| 30D | -13.4% | +0.2% | -13.5% | -13.5% |
| 3M | +26.8% | +13.2% | +13.6% | +16.4% |
| 6M | +44.6% | +36.9% | +7.7% | +16.3% |
| YTD | +45.3% | +39.1% | +6.2% | +14.8% |
| 1Y | +40.1% | +50.4% | -10.3% | +4.7% |
| All | +311.0% | +165.3% | +145.6% | +111.1% |
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