+151.8%
STM vs NTR
+100.5%
+51.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.5% |
| 7D | +5.8% | +8.1% | -2.3% | +2.3% |
| 30D | -1.0% | +18.8% | -19.8% | -8.3% |
| 3M | -33.3% | +16.2% | -49.5% | -37.8% |
| 6M | +57.4% | +9.8% | +47.6% | +48.0% |
| YTD | +102.2% | +30.9% | +71.3% | +74.7% |
| 1Y | +99.6% | +41.8% | +57.8% | +64.8% |
| 3Y | +14.5% | +35.8% | -21.3% | -5.7% |
| 5Y | +21.4% | +51.0% | -29.7% | -17.4% |
| All | +151.8% | +100.5% | +51.3% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling