+2,285.7%
STM vs NI
+2,550.1%
-264.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +5.8% | +2.0% | +3.8% | +4.8% |
| 30D | -1.0% | -3.5% | +2.5% | +0.7% |
| 3M | -33.3% | -9.1% | -24.1% | -30.6% |
| 6M | +57.4% | -11.8% | +69.2% | +66.4% |
| YTD | +102.2% | +1.1% | +101.1% | +100.2% |
| 1Y | +99.6% | +6.7% | +92.9% | +92.3% |
| 3Y | +14.5% | +71.1% | -56.6% | -13.8% |
| 5Y | +21.4% | +94.3% | -72.9% | -15.3% |
| 10Y | +695.0% | +135.8% | +559.2% | +378.6% |
| All | +2,285.7% | +2,550.1% | -264.4% | +442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling