+22.5%
STM vs NI
+100.2%
-77.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | +5.2% | +2.3% | +2.9% | +4.4% |
| 30D | -7.4% | -1.7% | -5.7% | -6.8% |
| 3M | -30.6% | -8.0% | -22.6% | -28.9% |
| 6M | +66.4% | -8.6% | +75.0% | +71.0% |
| YTD | +101.1% | +2.3% | +98.8% | +98.7% |
| 1Y | +97.4% | +6.9% | +90.4% | +91.8% |
| 3Y | +21.1% | +70.6% | -49.4% | -2.7% |
| 5Y | +22.5% | +96.4% | -73.9% | -0.9% |
| All | +22.5% | +100.2% | -77.7% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling