+193.4%
NI vs STT
+198.3%
-4.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +4.3% | +4.8% | -0.5% | +3.2% |
| 30D | +12.4% | +3.9% | +8.4% | +11.3% |
| 3M | +10.2% | -8.2% | +18.3% | +12.2% |
| 6M | -0.8% | +15.6% | -16.4% | -4.4% |
| YTD | +13.2% | +37.6% | -24.4% | +4.3% |
| 1Y | +10.1% | +50.1% | -40.1% | -0.7% |
| 3Y | +103.1% | +183.1% | -80.0% | +55.9% |
| 5Y | +115.5% | +104.8% | +10.7% | +73.5% |
| All | +193.4% | +198.3% | -4.8% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling