+86.2%
SU vs NTRS
+43.5%
+42.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.7% | -4.1% |
| 7D | -7.1% | +3.6% | -10.7% | -6.7% |
| 30D | +4.8% | +4.3% | +0.4% | +5.3% |
| 3M | +12.5% | -1.9% | +14.4% | +12.5% |
| 6M | +6.5% | +11.4% | -5.0% | +7.4% |
| YTD | +65.8% | +32.3% | +33.5% | +67.1% |
| 1Y | +86.2% | +42.5% | +43.6% | +84.2% |
| All | +86.2% | +43.5% | +42.7% | +84.2% |
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