+2,650.8%
NTRA vs STT
+198.3%
+2,452.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +2.7% | +4.8% | -2.1% | +0.4% |
| 30D | -19.2% | +3.9% | -23.1% | -20.5% |
| 3M | +2.7% | -8.2% | +10.8% | +6.8% |
| 6M | +63.4% | +15.6% | +47.8% | +51.0% |
| YTD | +39.3% | +37.6% | +1.7% | +17.4% |
| 1Y | +59.0% | +50.1% | +8.9% | +28.2% |
| 3Y | +557.4% | +183.1% | +374.3% | +280.7% |
| 5Y | +177.4% | +104.8% | +72.5% | +80.9% |
| All | +2,650.8% | +198.3% | +2,452.5% | +1,229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling