-77.4%
STLA vs NTR
+47.6%
-125.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -13.8% | -0.3% | -13.4% | -13.7% |
| 30D | -10.5% | +2.0% | -12.5% | -11.0% |
| 3M | -28.9% | +6.4% | -35.3% | -30.2% |
| 6M | -49.7% | +1.6% | -51.3% | -50.2% |
| YTD | -64.9% | +18.2% | -83.1% | -67.7% |
| 1Y | -64.0% | +23.9% | -88.0% | -67.5% |
| 3Y | -77.4% | +44.7% | -122.1% | -81.4% |
| All | -77.4% | +47.6% | -125.0% | -81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling