+2,563.1%
STX vs NTR
+97.9%
+2,465.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.6% |
| 7D | -2.3% | -1.3% | -1.0% | -1.8% |
| 30D | -5.5% | +16.8% | -22.2% | -10.2% |
| 3M | -4.3% | +20.7% | -25.0% | -10.4% |
| 6M | +115.6% | +0.5% | +115.1% | +113.2% |
| YTD | +202.2% | +29.2% | +173.0% | +173.5% |
| 1Y | +325.3% | +39.6% | +285.7% | +272.0% |
| 3Y | +1,283.9% | +37.9% | +1,246.0% | +1,089.3% |
| 5Y | +1,048.3% | +47.1% | +1,001.2% | +792.7% |
| All | +2,563.1% | +97.9% | +2,465.2% | +1,614.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling