+171.4%
NTRA vs STZ
-37.5%
+209.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.8% |
| 7D | -0.5% | -4.1% | +3.6% | +0.7% |
| 30D | +4.3% | -7.6% | +11.9% | +6.5% |
| 3M | +50.6% | -12.3% | +62.9% | +55.6% |
| 6M | +63.9% | -16.3% | +80.2% | +70.7% |
| YTD | +42.4% | -8.4% | +50.7% | +41.8% |
| 1Y | +92.1% | -10.8% | +102.9% | +92.7% |
| 3Y | +501.7% | -49.0% | +550.7% | +673.4% |
| 5Y | +171.4% | -36.5% | +207.9% | +181.4% |
| All | +171.4% | -37.5% | +209.0% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling