+3,059.8%
NTRA vs STZ
-11.3%
+3,071.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | +0.2% | -4.5% | +4.7% | +1.9% |
| 30D | +4.1% | -8.6% | +12.7% | +7.4% |
| 3M | +50.0% | -13.8% | +63.8% | +57.4% |
| 6M | +67.3% | -17.2% | +84.5% | +76.9% |
| YTD | +43.6% | -9.4% | +52.9% | +44.8% |
| 1Y | +89.2% | -11.9% | +101.1% | +92.3% |
| 3Y | +502.5% | -49.6% | +552.1% | +666.5% |
| 5Y | +173.8% | -37.2% | +210.9% | +214.3% |
| All | +3,059.8% | -11.3% | +3,071.1% | +2,962.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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