-67.2%
STLA vs NTR
+37.3%
-104.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.4% |
| 7D | -3.8% | -2.5% | -1.4% | -3.3% |
| 30D | -3.1% | +17.0% | -20.2% | -7.0% |
| 3M | -19.6% | +22.2% | -41.8% | -23.8% |
| 6M | -23.5% | +5.2% | -28.7% | -25.4% |
| YTD | -51.5% | +29.7% | -81.2% | -56.1% |
| 1Y | -39.7% | +39.4% | -79.1% | -47.0% |
| All | -67.2% | +37.3% | -104.4% | -72.6% |
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