+97.0%
NTRA vs STLA
-38.0%
+135.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +0.6% | +2.6% | -2.0% | +0.4% |
| 30D | +19.5% | -1.2% | +20.7% | +19.4% |
| 3M | +47.8% | -24.8% | +72.5% | +50.6% |
| 6M | +61.6% | -25.6% | +87.2% | +64.1% |
| YTD | +43.3% | -48.9% | +92.2% | +48.0% |
| 1Y | +97.0% | -38.8% | +135.8% | +91.5% |
| All | +97.0% | -38.0% | +135.0% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling