+323.8%
SN vs NTRS
+152.9%
+170.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.6% |
| 7D | +0.1% | +1.7% | -1.6% | -1.0% |
| 30D | -5.6% | +0.1% | -5.7% | -5.7% |
| 3M | +48.1% | +9.8% | +38.2% | +38.7% |
| 6M | +57.6% | +34.7% | +23.0% | +28.1% |
| YTD | +56.5% | +37.4% | +19.1% | +24.6% |
| 1Y | +52.6% | +48.2% | +4.4% | +15.0% |
| 3Y | +412.0% | +163.5% | +248.5% | +172.4% |
| All | +323.8% | +152.9% | +170.8% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling