-52.6%
STLA vs NTRS
+43.5%
-96.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.9% |
| 7D | -0.6% | +3.6% | -4.2% | -1.6% |
| 30D | +3.6% | +4.3% | -0.7% | +2.4% |
| 3M | -20.6% | -1.9% | -18.7% | -20.5% |
| 6M | -34.3% | +11.4% | -45.8% | -36.5% |
| YTD | -57.3% | +32.3% | -89.6% | -62.4% |
| 1Y | -52.6% | +42.5% | -95.2% | -61.4% |
| All | -52.6% | +43.5% | -96.1% | -61.4% |
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