+1,694.1%
NTRA vs STLD
+1,332.1%
+362.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -11.2% | +6.9% | -18.1% | -13.4% |
| 30D | -18.4% | -1.5% | -16.9% | -18.0% |
| 3M | +2.2% | -9.7% | +11.9% | +5.5% |
| 6M | +58.1% | +2.3% | +55.8% | +54.1% |
| YTD | +41.0% | +41.0% | -0.1% | +20.2% |
| 1Y | +54.1% | +51.8% | +2.3% | +27.6% |
| 3Y | +590.9% | +126.4% | +464.5% | +369.9% |
| 5Y | +180.7% | +285.7% | -105.0% | +44.5% |
| 10Y | +2,796.3% | +792.7% | +2,003.6% | +731.1% |
| All | +1,694.1% | +1,332.1% | +362.0% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling