+655.9%
STM vs NTRS
+259.9%
+395.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.8% |
| 7D | -1.4% | +1.4% | -2.8% | -2.3% |
| 30D | -4.9% | -0.7% | -4.3% | -4.6% |
| 3M | -34.0% | +11.3% | -45.3% | -38.5% |
| 6M | +51.8% | +35.5% | +16.3% | +24.4% |
| YTD | +99.4% | +40.6% | +58.8% | +59.3% |
| 1Y | +99.1% | +49.2% | +49.9% | +52.9% |
| 3Y | +19.5% | +167.2% | -147.8% | -38.1% |
| 5Y | +19.5% | +94.9% | -75.4% | -26.1% |
| All | +655.9% | +259.9% | +395.9% | +221.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling