-38.8%
STLA vs NTRS
+46.5%
-85.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -1.2% | +1.2% | -2.5% | -1.9% |
| 3M | -24.8% | +8.3% | -33.1% | -27.2% |
| 6M | -25.6% | +30.0% | -55.5% | -32.9% |
| YTD | -48.9% | +38.0% | -87.0% | -56.8% |
| 1Y | -38.8% | +47.4% | -86.2% | -51.0% |
| All | -38.8% | +46.5% | -85.3% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling