+50.9%
STLA vs NTRS
+259.9%
-209.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.6% |
| 7D | -2.9% | +1.4% | -4.2% | -3.7% |
| 30D | +0.9% | -0.7% | +1.6% | +1.2% |
| 3M | -21.6% | +11.3% | -32.9% | -27.2% |
| 6M | -21.6% | +35.5% | -57.2% | -35.8% |
| YTD | -50.4% | +40.6% | -91.0% | -60.9% |
| 1Y | -43.6% | +49.2% | -92.8% | -57.2% |
| 3Y | -66.4% | +167.2% | -233.6% | -82.8% |
| 5Y | -62.3% | +94.9% | -157.2% | -76.9% |
| All | +50.9% | +259.9% | -209.0% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling