+62,613.0%
SU vs NTRS
+7,800.3%
+54,812.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +2.2% | +1.4% | +0.9% | +1.4% |
| 30D | +8.4% | -0.7% | +9.1% | +8.6% |
| 3M | +12.1% | +11.3% | +0.8% | +4.5% |
| 6M | +19.7% | +35.5% | -15.9% | -1.8% |
| YTD | +58.4% | +40.6% | +17.8% | +26.1% |
| 1Y | +67.2% | +49.2% | +18.0% | +27.7% |
| 3Y | +125.0% | +167.2% | -42.2% | +14.8% |
| 5Y | +355.1% | +94.9% | +260.1% | +166.6% |
| 10Y | +263.7% | +259.5% | +4.2% | +40.0% |
| All | +62,613.0% | +7,800.3% | +54,812.6% | -90.3% |
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 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