+158.7%
STT vs NTR
+97.9%
+60.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.4% | -1.3% | +0.8% | 0.0% |
| 30D | +1.7% | +16.8% | -15.0% | -4.7% |
| 3M | +17.9% | +20.7% | -2.8% | +8.4% |
| 6M | +55.3% | +0.5% | +54.8% | +52.5% |
| YTD | +52.7% | +29.2% | +23.5% | +33.7% |
| 1Y | +75.7% | +39.6% | +36.1% | +47.9% |
| 3Y | +197.9% | +37.9% | +160.0% | +144.7% |
| 5Y | +158.8% | +47.1% | +111.7% | +75.6% |
| All | +158.7% | +97.9% | +60.8% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling