+497.4%
NTRA vs STZ
-49.0%
+546.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.5% |
| 7D | -0.5% | -4.1% | +3.6% | 0.0% |
| 30D | +4.3% | -7.6% | +11.9% | +5.2% |
| 3M | +50.6% | -12.3% | +62.9% | +52.6% |
| 6M | +63.9% | -16.3% | +80.2% | +66.7% |
| YTD | +42.4% | -8.4% | +50.7% | +41.3% |
| 1Y | +92.1% | -10.8% | +102.9% | +91.5% |
| All | +497.4% | -49.0% | +546.4% | +507.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling