+17.5%
SPY vs NTRS
+51.4%
-33.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -0.8% | +1.4% | -2.1% | -1.1% |
| 30D | -1.1% | -0.7% | -0.4% | -0.9% |
| 3M | +3.9% | +11.3% | -7.5% | +0.9% |
| 6M | +13.6% | +35.5% | -21.9% | +3.9% |
| YTD | +12.7% | +40.6% | -27.9% | +1.6% |
| 1Y | +17.5% | +49.2% | -31.7% | +4.1% |
| All | +17.5% | +51.4% | -33.9% | +4.1% |
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