+1,723.2%
NTRA vs STLD
+1,358.5%
+364.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +0.6% | +3.1% | -2.6% | -0.6% |
| 30D | +19.5% | -9.0% | +28.5% | +23.2% |
| 3M | +47.8% | -12.4% | +60.1% | +53.2% |
| 6M | +61.6% | +25.5% | +36.1% | +45.6% |
| YTD | +43.3% | +43.6% | -0.4% | +21.6% |
| 1Y | +97.0% | +87.2% | +9.8% | +49.9% |
| 3Y | +424.9% | +135.2% | +289.7% | +251.8% |
| 5Y | +165.2% | +290.9% | -125.7% | +35.4% |
| 10Y | +3,114.3% | +1,113.5% | +2,000.8% | +731.5% |
| All | +1,723.2% | +1,358.5% | +364.7% | +326.6% |
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