-34.3%
SNDU vs NTRS
+26.4%
-60.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +4.9% |
| 7D | -52.5% | +2.1% | -54.6% | -51.7% |
| 30D | -79.7% | +2.7% | -82.5% | -79.2% |
| 3M | -68.3% | -5.7% | -62.6% | -63.9% |
| 6M | -84.9% | +6.8% | -91.7% | -84.1% |
| All | -34.3% | +26.4% | -60.7% | -57.9% |
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