+1,676.8%
NTRA vs STLD
+1,343.5%
+333.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.1% |
| 7D | -18.2% | -0.5% | -17.7% | -18.1% |
| 30D | -19.6% | -0.1% | -19.5% | -19.6% |
| 3M | +2.3% | -9.2% | +11.4% | +5.3% |
| 6M | +60.6% | +1.8% | +58.8% | +56.9% |
| YTD | +39.6% | +42.1% | -2.5% | +18.7% |
| 1Y | +54.7% | +58.5% | -3.8% | +26.0% |
| 3Y | +584.3% | +128.2% | +456.0% | +364.0% |
| 5Y | +182.5% | +288.2% | -105.7% | +45.1% |
| 10Y | +2,768.3% | +799.8% | +1,968.5% | +720.7% |
| All | +1,676.8% | +1,343.5% | +333.3% | +316.8% |
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 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