+264.3%
STT vs NTRS
+259.9%
+4.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.2% |
| 7D | -0.4% | +1.4% | -1.8% | -1.6% |
| 30D | +1.7% | -0.7% | +2.4% | +2.3% |
| 3M | +17.9% | +11.3% | +6.6% | +7.4% |
| 6M | +55.3% | +35.5% | +19.8% | +18.9% |
| YTD | +52.7% | +40.6% | +12.1% | +12.9% |
| 1Y | +75.7% | +49.2% | +26.4% | +23.2% |
| 3Y | +197.9% | +167.2% | +30.7% | +20.9% |
| 5Y | +158.8% | +94.9% | +63.8% | +37.9% |
| All | +264.3% | +259.9% | +4.4% | +13.3% |
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