+664.5%
STM vs NI
+136.8%
+527.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.7% | +1.3% | +0.4% | +1.1% |
| 30D | -5.2% | -0.3% | -4.9% | -5.1% |
| 3M | -29.6% | -9.5% | -20.2% | -27.1% |
| 6M | +54.4% | -10.2% | +64.6% | +60.4% |
| YTD | +99.5% | +1.8% | +97.7% | +97.4% |
| 1Y | +100.8% | +5.7% | +95.1% | +95.4% |
| 3Y | +20.2% | +69.6% | -49.5% | -5.0% |
| 5Y | +21.1% | +95.8% | -74.6% | -10.6% |
| 10Y | +664.5% | +145.1% | +519.4% | +441.9% |
| All | +664.5% | +136.8% | +527.7% | +441.9% |
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