+111.3%
NI vs STT
+108.8%
+2.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.2% | +1.4% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +11.3% | -2.3% | +13.6% | +11.8% |
| 3M | +6.5% | -7.0% | +13.4% | +7.9% |
| 6M | -2.3% | +15.5% | -17.7% | -5.5% |
| YTD | +10.8% | +35.6% | -24.8% | +3.1% |
| 1Y | +6.2% | +47.9% | -41.6% | -3.1% |
| 3Y | +98.7% | +181.1% | -82.4% | +55.3% |
| 5Y | +111.3% | +108.2% | +3.1% | +65.6% |
| All | +111.3% | +108.8% | +2.5% | +65.6% |
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 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