+3,343.4%
STX vs NTRS
+259.9%
+3,083.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.3% |
| 7D | -2.3% | +1.4% | -3.6% | -3.0% |
| 30D | -5.5% | -0.7% | -4.8% | -5.2% |
| 3M | -4.3% | +11.3% | -15.6% | -9.6% |
| 6M | +115.6% | +35.5% | +80.1% | +83.9% |
| YTD | +202.2% | +40.6% | +161.6% | +153.0% |
| 1Y | +325.3% | +49.2% | +276.1% | +244.1% |
| 3Y | +1,283.9% | +167.2% | +1,116.7% | +717.6% |
| 5Y | +1,048.3% | +94.9% | +953.4% | +678.3% |
| All | +3,343.4% | +259.9% | +3,083.5% | +1,552.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling