+144.6%
STM vs NTR
+98.7%
+45.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.5% |
| 7D | -1.1% | -2.5% | +1.4% | 0.0% |
| 30D | -7.8% | +17.0% | -24.8% | -13.9% |
| 3M | -28.2% | +22.2% | -50.4% | -34.7% |
| 6M | +52.0% | +5.2% | +46.8% | +45.8% |
| YTD | +96.4% | +29.7% | +66.7% | +70.3% |
| 1Y | +98.8% | +39.4% | +59.4% | +65.4% |
| 3Y | +18.3% | +38.2% | -19.9% | -3.6% |
| 5Y | +17.7% | +47.6% | -29.9% | -18.8% |
| All | +144.6% | +98.7% | +45.9% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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