-45.4%
STLA vs NTR
+103.6%
-148.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.7% |
| 7D | +0.7% | +3.8% | -3.1% | -0.9% |
| 30D | -2.4% | +25.2% | -27.6% | -11.3% |
| 3M | -23.9% | +21.0% | -44.9% | -29.9% |
| 6M | -24.6% | +7.6% | -32.2% | -28.2% |
| YTD | -50.5% | +32.9% | -83.4% | -57.3% |
| 1Y | -39.8% | +43.1% | -82.9% | -50.1% |
| 3Y | -65.6% | +41.6% | -107.2% | -72.1% |
| 5Y | -62.1% | +54.8% | -116.9% | -74.6% |
| All | -45.4% | +103.6% | -148.9% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling