+463.1%
STM vs NI
+191.1%
+272.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +1.4% | +0.6% | +0.9% | +1.3% |
| 30D | -8.4% | +11.2% | -19.6% | -12.0% |
| 3M | -15.8% | +9.2% | -25.0% | -18.6% |
| 6M | -22.8% | -1.8% | -21.0% | -22.6% |
| YTD | +79.4% | +12.0% | +67.4% | +70.9% |
| 1Y | +97.0% | +6.4% | +90.5% | +91.3% |
| 3Y | +14.2% | +99.4% | -85.2% | -15.0% |
| 5Y | -4.5% | +113.1% | -117.6% | -31.5% |
| 10Y | +463.1% | +192.3% | +270.8% | +313.2% |
| All | +463.1% | +191.1% | +272.0% | +313.2% |
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