+98.8%
STM vs NI
+4.9%
+94.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -7.8% | -1.4% | -6.4% | -7.3% |
| 3M | -28.2% | -10.6% | -17.6% | -25.9% |
| 6M | +52.0% | -9.9% | +61.9% | +55.9% |
| YTD | +96.4% | +1.2% | +95.2% | +92.7% |
| 1Y | +98.8% | +4.4% | +94.4% | +93.2% |
| All | +98.8% | +4.9% | +94.0% | +93.2% |
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 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