+123.8%
STX vs NTR
+36.7%
+87.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.1% | -7.9% |
| 7D | -20.2% | +4.3% | -24.5% | -19.9% |
| 30D | -37.2% | +2.6% | -39.8% | -37.0% |
| 3M | -34.1% | +8.5% | -42.6% | -34.2% |
| 6M | -24.5% | -3.3% | -21.1% | -24.5% |
| YTD | +102.9% | +19.6% | +83.3% | +107.4% |
| 1Y | +123.8% | +37.6% | +86.2% | +114.5% |
| All | +123.8% | +36.7% | +87.1% | +114.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling