+1,048.0%
STX vs NTR
+45.7%
+1,002.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.6% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | -5.5% | +16.8% | -22.2% | -8.9% |
| 3M | -4.3% | +20.7% | -25.0% | -8.6% |
| 6M | +115.6% | +0.5% | +115.1% | +113.9% |
| YTD | +202.2% | +29.2% | +173.0% | +181.4% |
| 1Y | +325.3% | +39.6% | +285.7% | +286.1% |
| 3Y | +1,283.9% | +37.9% | +1,246.0% | +1,140.5% |
| All | +1,048.0% | +45.7% | +1,002.3% | +790.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling