+1,700.8%
NTRA vs STT
+235.2%
+1,465.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +1.1% | +2.2% | -1.1% | 0.0% |
| 30D | +0.6% | +3.9% | -3.3% | -1.4% |
| 3M | +51.8% | +19.2% | +32.7% | +38.8% |
| 6M | +63.6% | +60.4% | +3.2% | +29.0% |
| YTD | +41.5% | +51.5% | -10.0% | +14.4% |
| 1Y | +93.6% | +76.3% | +17.4% | +44.9% |
| 3Y | +498.0% | +200.7% | +297.3% | +240.5% |
| 5Y | +172.5% | +157.5% | +15.0% | +60.7% |
| 10Y | +2,960.8% | +262.0% | +2,698.8% | +1,271.0% |
| All | +1,700.8% | +235.2% | +1,465.6% | +736.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling