+432.9%
SNXX vs NTRS
+26.4%
+406.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.3% |
| 7D | +34.9% | +0.4% | +34.5% | +34.1% |
| 30D | +52.5% | +1.7% | +50.9% | +48.9% |
| 3M | -41.3% | +8.9% | -50.2% | -46.8% |
| 6M | +293.8% | +30.6% | +263.2% | +162.8% |
| All | +432.9% | +26.4% | +406.5% | +258.3% |
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 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