+5,059.0%
NI vs STT
+7,372.9%
-2,314.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -3.5% | +3.9% | -7.4% | -4.2% |
| 3M | -9.1% | +20.0% | -29.1% | -12.2% |
| 6M | -11.8% | +55.3% | -67.2% | -18.9% |
| YTD | +1.1% | +53.3% | -52.2% | -6.9% |
| 1Y | +6.7% | +74.7% | -68.0% | -4.2% |
| 3Y | +71.1% | +205.8% | -134.8% | +37.8% |
| 5Y | +94.3% | +145.0% | -50.7% | +59.6% |
| 10Y | +135.8% | +266.0% | -130.2% | +73.3% |
| All | +5,059.0% | +7,372.9% | -2,314.0% | +1,975.1% |
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 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