+19.6%
STM vs NTR
+40.7%
-21.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +1.7% | +0.5% | +1.1% | +1.5% |
| 30D | -5.2% | +21.7% | -26.9% | -9.8% |
| 3M | -29.6% | +22.8% | -52.4% | -33.5% |
| 6M | +54.4% | +8.2% | +46.1% | +50.0% |
| YTD | +99.5% | +32.9% | +66.6% | +79.6% |
| 1Y | +100.8% | +45.3% | +55.4% | +73.3% |
| All | +19.6% | +40.7% | -21.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling