+465.1%
STM vs NI
+197.8%
+267.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +12.0% | +4.3% | +7.7% | +10.3% |
| 30D | -0.4% | +12.4% | -12.7% | -4.7% |
| 3M | -13.2% | +10.2% | -23.4% | -16.4% |
| 6M | -26.1% | -0.8% | -25.3% | -26.2% |
| YTD | +81.2% | +13.2% | +67.9% | +71.9% |
| 1Y | +98.3% | +10.1% | +88.2% | +90.1% |
| 3Y | +16.7% | +103.1% | -86.4% | -13.7% |
| 5Y | -4.8% | +115.5% | -120.4% | -32.1% |
| All | +465.1% | +197.8% | +267.2% | +312.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling