+6.4%
NI vs STT
+48.7%
-42.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +0.6% | +0.4% | +0.1% | +0.5% |
| 30D | +11.2% | -0.4% | +11.7% | +11.2% |
| 3M | +9.2% | -6.5% | +15.6% | +9.2% |
| 6M | -1.8% | +17.2% | -19.0% | -1.5% |
| YTD | +12.0% | +38.2% | -26.2% | +10.9% |
| 1Y | +6.4% | +49.3% | -42.8% | +4.1% |
| All | +6.4% | +48.7% | -42.2% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling