+289.1%
SN vs NTRS
+158.8%
+130.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.8% |
| 7D | -7.3% | +1.4% | -8.6% | -8.1% |
| 30D | -13.6% | -0.7% | -13.0% | -13.3% |
| 3M | +18.6% | +11.3% | +7.3% | +10.0% |
| 6M | +46.0% | +35.5% | +10.4% | +18.2% |
| YTD | +43.7% | +40.6% | +3.1% | +12.7% |
| 1Y | +39.2% | +49.2% | -10.0% | +4.6% |
| 3Y | +306.5% | +167.2% | +139.2% | +114.3% |
| All | +289.1% | +158.8% | +130.3% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling