+476.2%
STX vs NTR
+19.8%
+456.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | -0.3% | +14.9% | +14.7% |
| 30D | -26.0% | +2.0% | -27.9% | -26.4% |
| 3M | -42.6% | +6.4% | -49.0% | -43.7% |
| 6M | -35.3% | +1.6% | -36.9% | -35.9% |
| YTD | +92.5% | +18.2% | +74.2% | +82.3% |
| 1Y | +102.4% | +23.9% | +78.5% | +89.0% |
| 3Y | +673.8% | +44.7% | +629.2% | +581.5% |
| All | +476.2% | +19.8% | +456.3% | +400.1% |
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