+3,059.8%
NTRA vs STLA
+55.1%
+3,004.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.2% |
| 7D | +0.2% | -2.9% | +3.1% | +1.1% |
| 30D | +4.1% | +0.9% | +3.2% | +3.6% |
| 3M | +50.0% | -21.6% | +71.7% | +59.8% |
| 6M | +67.3% | -21.6% | +88.9% | +76.9% |
| YTD | +43.6% | -50.4% | +94.0% | +71.1% |
| 1Y | +89.2% | -43.6% | +132.8% | +113.7% |
| 3Y | +502.5% | -66.4% | +569.0% | +668.7% |
| 5Y | +173.8% | -62.3% | +236.1% | +222.2% |
| All | +3,059.8% | +55.1% | +3,004.7% | +2,186.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling