+156.0%
STT vs NTR
+45.0%
+111.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.2% |
| 7D | -1.4% | -2.5% | +1.1% | -0.8% |
| 30D | +2.2% | +17.0% | -14.9% | -1.4% |
| 3M | +18.8% | +22.2% | -3.4% | +13.3% |
| 6M | +57.9% | +5.2% | +52.7% | +55.0% |
| YTD | +51.0% | +29.7% | +21.3% | +40.5% |
| 1Y | +77.1% | +39.4% | +37.7% | +61.5% |
| 3Y | +199.8% | +38.2% | +161.7% | +169.6% |
| 5Y | +156.0% | +47.6% | +108.3% | +87.9% |
| All | +156.0% | +45.0% | +111.0% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling