-45.3%
STLA vs NTR
+97.9%
-143.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | -2.9% | -1.3% | -1.6% | -2.4% |
| 30D | +0.9% | +16.8% | -15.8% | -5.6% |
| 3M | -21.6% | +20.7% | -42.4% | -27.8% |
| 6M | -21.6% | +0.5% | -22.2% | -23.1% |
| YTD | -50.4% | +29.2% | -79.6% | -56.8% |
| 1Y | -43.6% | +39.6% | -83.2% | -52.7% |
| 3Y | -66.4% | +37.9% | -104.3% | -72.4% |
| 5Y | -62.3% | +47.1% | -109.4% | -74.1% |
| All | -45.3% | +97.9% | -143.2% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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