+5,615.8%
NI vs STT
+6,635.6%
-1,019.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +0.6% | +0.4% | +0.1% | +0.5% |
| 30D | +11.2% | -0.4% | +11.7% | +11.3% |
| 3M | +9.2% | -6.5% | +15.6% | +10.4% |
| 6M | -1.8% | +17.2% | -19.0% | -4.9% |
| YTD | +12.0% | +38.2% | -26.2% | +5.0% |
| 1Y | +6.4% | +49.3% | -42.8% | -1.7% |
| 3Y | +99.4% | +181.9% | -82.5% | +62.9% |
| 5Y | +113.1% | +106.9% | +6.2% | +80.7% |
| 10Y | +192.3% | +203.1% | -10.9% | +122.2% |
| All | +5,615.8% | +6,635.6% | -1,019.8% | +2,241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling