+89.2%
NTRA vs STLA
-40.1%
+129.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.7% |
| 7D | +0.2% | -2.9% | +3.1% | +0.4% |
| 30D | +4.1% | +0.9% | +3.2% | +4.0% |
| 3M | +50.0% | -21.6% | +71.7% | +52.0% |
| 6M | +67.3% | -21.6% | +88.9% | +69.4% |
| YTD | +43.6% | -50.4% | +94.0% | +47.2% |
| 1Y | +89.2% | -43.6% | +132.8% | +84.8% |
| All | +89.2% | -40.1% | +129.4% | +84.8% |
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