-0.9%
SPOT vs NTRS
+37.4%
-38.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -2.3% |
| 7D | +10.3% | -0.9% | +11.1% | +10.2% |
| 30D | +25.9% | +1.1% | +24.7% | +26.1% |
| 3M | +27.4% | -6.6% | +34.0% | +26.7% |
| 6M | +46.5% | +7.1% | +39.4% | +47.3% |
| YTD | +5.8% | +27.4% | -21.6% | +4.2% |
| 1Y | -0.9% | +36.5% | -37.4% | -2.9% |
| All | -0.9% | +37.4% | -38.3% | -2.9% |
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