+5,951.5%
SO vs NTRS
+7,716.8%
-1,765.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.9% |
| 7D | -1.1% | +0.3% | -1.5% | -1.2% |
| 30D | -3.7% | +0.2% | -3.9% | -3.8% |
| 3M | -5.9% | +13.2% | -19.1% | -7.9% |
| 6M | -7.3% | +36.9% | -44.3% | -12.3% |
| YTD | +3.1% | +39.1% | -36.0% | -2.9% |
| 1Y | -1.0% | +50.4% | -51.4% | -8.2% |
| 3Y | +43.2% | +166.8% | -123.5% | +19.2% |
| 5Y | +59.1% | +92.9% | -33.8% | +37.8% |
| 10Y | +160.2% | +255.7% | -95.4% | +99.1% |
| All | +5,951.5% | +7,716.8% | -1,765.3% | +2,609.8% |
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