+156.6%
STT vs NTRS
+93.2%
+63.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.3% |
| 7D | -0.4% | +1.4% | -1.8% | -1.5% |
| 30D | +1.7% | -0.7% | +2.4% | +2.3% |
| 3M | +17.9% | +11.3% | +6.6% | +8.5% |
| 6M | +55.3% | +35.5% | +19.8% | +22.4% |
| YTD | +52.7% | +40.6% | +12.1% | +16.8% |
| 1Y | +75.7% | +49.2% | +26.4% | +28.3% |
| 3Y | +197.9% | +167.2% | +30.7% | +34.7% |
| All | +156.6% | +93.2% | +63.4% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling