+3,032.9%
NTRA vs STLD
+1,117.5%
+1,915.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | -0.5% | -3.6% | +3.2% | +0.9% |
| 30D | +4.3% | -10.1% | +14.4% | +8.0% |
| 3M | +50.6% | -11.4% | +62.1% | +55.6% |
| 6M | +63.9% | +30.8% | +33.1% | +45.2% |
| YTD | +42.4% | +40.7% | +1.7% | +21.5% |
| 1Y | +92.1% | +80.8% | +11.3% | +47.8% |
| 3Y | +501.7% | +140.2% | +361.6% | +297.2% |
| 5Y | +171.4% | +288.5% | -117.0% | +36.8% |
| All | +3,032.9% | +1,117.5% | +1,915.4% | +680.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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