+140.2%
NI vs STT
+267.9%
-127.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.6% | -1.4% | +0.8% | -0.3% |
| 30D | -1.4% | +2.2% | -3.6% | -1.9% |
| 3M | -10.6% | +18.8% | -29.4% | -14.2% |
| 6M | -9.9% | +57.9% | -67.8% | -19.2% |
| YTD | +1.2% | +51.0% | -49.8% | -8.6% |
| 1Y | +4.4% | +77.1% | -72.7% | -9.2% |
| 3Y | +68.6% | +199.8% | -131.2% | +28.3% |
| 5Y | +98.0% | +156.0% | -58.0% | +51.4% |
| All | +140.2% | +267.9% | -127.7% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling