+96.5%
STM vs NI
+9.5%
+87.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.6% | -6.4% |
| 7D | -6.0% | +3.9% | -10.0% | -6.9% |
| 30D | -20.9% | +15.3% | -36.2% | -24.0% |
| 3M | -15.8% | +2.4% | -18.1% | -15.9% |
| 6M | -17.0% | -4.5% | -12.5% | -15.5% |
| YTD | +76.8% | +11.4% | +65.4% | +71.8% |
| 1Y | +96.5% | +8.5% | +88.0% | +89.8% |
| All | +96.5% | +9.5% | +87.0% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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