+96.5%
STM vs NTRS
+43.5%
+53.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -8.2% |
| 7D | -6.0% | +3.6% | -9.6% | -8.3% |
| 30D | -20.9% | +4.3% | -25.2% | -23.2% |
| 3M | -15.8% | -1.9% | -13.8% | -14.7% |
| 6M | -17.0% | +11.4% | -28.5% | -21.9% |
| YTD | +76.8% | +32.3% | +44.5% | +45.0% |
| 1Y | +96.5% | +42.5% | +54.0% | +52.6% |
| All | +96.5% | +43.5% | +53.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling