+175.4%
NTRA vs STLD
+274.1%
-98.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.3% |
| 7D | +2.7% | +2.9% | -0.2% | +1.9% |
| 30D | -19.2% | -5.6% | -13.6% | -17.9% |
| 3M | +2.7% | -11.7% | +14.4% | +5.8% |
| 6M | +63.4% | -2.8% | +66.1% | +62.6% |
| YTD | +39.3% | +36.4% | +2.8% | +24.0% |
| 1Y | +59.0% | +50.0% | +9.0% | +37.3% |
| 3Y | +557.4% | +122.3% | +435.1% | +385.1% |
| All | +175.4% | +274.1% | -98.6% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling