+96.9%
NI vs STT
+158.4%
-61.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.5% |
| 7D | +2.3% | +2.2% | +0.1% | +1.9% |
| 30D | -1.7% | +3.9% | -5.6% | -2.4% |
| 3M | -8.0% | +19.2% | -27.2% | -11.3% |
| 6M | -8.6% | +60.4% | -69.0% | -17.4% |
| YTD | +2.3% | +51.5% | -49.1% | -6.6% |
| 1Y | +6.9% | +76.3% | -69.3% | -5.8% |
| 3Y | +70.6% | +200.7% | -130.2% | +32.6% |
| All | +96.9% | +158.4% | -61.5% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling