+2,217.2%
STM vs NTRS
+4,196.2%
-1,978.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -2.3% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | -7.8% | +0.2% | -8.0% | -8.0% |
| 3M | -28.2% | +13.2% | -41.4% | -33.1% |
| 6M | +52.0% | +36.9% | +15.0% | +26.8% |
| YTD | +96.4% | +39.1% | +57.3% | +62.2% |
| 1Y | +98.8% | +50.4% | +48.4% | +56.9% |
| 3Y | +18.3% | +166.8% | -148.5% | -33.4% |
| 5Y | +17.7% | +92.9% | -75.2% | -22.1% |
| 10Y | +652.5% | +255.7% | +396.9% | +243.7% |
| All | +2,217.2% | +4,196.2% | -1,978.9% | +201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling