+21.1%
STM vs NI
+71.0%
-49.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +5.2% | +2.3% | +2.9% | +4.6% |
| 30D | -7.4% | -1.7% | -5.7% | -7.0% |
| 3M | -30.6% | -8.0% | -22.6% | -29.4% |
| 6M | +66.4% | -8.6% | +75.0% | +69.6% |
| YTD | +101.1% | +2.3% | +98.8% | +99.5% |
| 1Y | +97.4% | +6.9% | +90.4% | +93.8% |
| 3Y | +21.1% | +70.6% | -49.4% | +5.3% |
| All | +21.1% | +71.0% | -49.9% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling