+498.0%
NTRA vs STLD
+141.4%
+356.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.1% | +2.7% | -1.6% | +0.5% |
| 30D | +0.6% | -8.4% | +9.1% | +2.3% |
| 3M | +51.8% | -9.9% | +61.7% | +54.5% |
| 6M | +63.6% | +33.0% | +30.6% | +49.6% |
| YTD | +41.5% | +42.6% | -1.1% | +26.1% |
| 1Y | +93.6% | +80.8% | +12.9% | +60.3% |
| 3Y | +498.0% | +143.4% | +354.6% | +354.8% |
| All | +498.0% | +141.4% | +356.6% | +354.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling