-5.4%
STM vs NTR
+21.6%
-27.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +16.3% | -1.4% | +17.7% | +16.7% |
| 30D | -6.3% | +2.2% | -8.5% | -7.0% |
| 3M | -14.1% | +6.8% | -20.9% | -16.0% |
| 6M | -19.6% | +0.6% | -20.2% | -20.3% |
| YTD | +80.1% | +18.2% | +61.9% | +67.7% |
| 1Y | +95.4% | +21.3% | +74.0% | +80.0% |
| 3Y | +14.7% | +46.6% | -32.0% | -2.2% |
| 5Y | -5.4% | +21.3% | -26.7% | -20.2% |
| All | -5.4% | +21.6% | -27.0% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling