+7,212.5%
STT vs NTRS
+7,716.8%
-504.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | +2.2% | +0.2% | +2.0% | +2.1% |
| 3M | +18.8% | +13.2% | +5.6% | +7.5% |
| 6M | +57.9% | +36.9% | +21.0% | +22.3% |
| YTD | +51.0% | +39.1% | +11.9% | +15.2% |
| 1Y | +77.1% | +50.4% | +26.7% | +26.8% |
| 3Y | +199.8% | +166.8% | +33.0% | +31.6% |
| 5Y | +156.0% | +92.9% | +63.1% | +44.6% |
| 10Y | +265.2% | +255.7% | +9.6% | +28.7% |
| All | +7,212.5% | +7,716.8% | -504.3% | +477.2% |
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