+16,706.2%
STX vs NTRS
+774.2%
+15,932.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +9.6% | +0.9% | +8.7% | +9.0% |
| 30D | +10.6% | -1.2% | +11.8% | +11.3% |
| 3M | +4.8% | +8.8% | -4.0% | +0.5% |
| 6M | +137.3% | +34.7% | +102.6% | +104.5% |
| YTD | +222.5% | +37.2% | +185.2% | +175.5% |
| 1Y | +366.2% | +46.3% | +319.9% | +284.3% |
| 3Y | +1,352.9% | +163.2% | +1,189.7% | +781.9% |
| 5Y | +1,077.4% | +86.9% | +990.5% | +725.9% |
| 10Y | +3,621.5% | +250.9% | +3,370.6% | +1,710.9% |
| All | +16,706.2% | +774.2% | +15,932.0% | +4,298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling