+246.1%
STLA vs NTRS
+466.7%
-220.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +0.4% | +0.9% | -0.5% | -0.1% |
| 30D | -5.2% | -1.2% | -4.0% | -4.7% |
| 3M | -24.9% | +8.8% | -33.6% | -28.8% |
| 6M | -25.2% | +34.7% | -59.9% | -37.5% |
| YTD | -51.4% | +37.2% | -88.7% | -60.4% |
| 1Y | -40.7% | +46.3% | -87.0% | -53.4% |
| 3Y | -66.3% | +163.2% | -229.5% | -81.5% |
| 5Y | -63.2% | +86.9% | -150.2% | -75.9% |
| 10Y | +48.7% | +250.9% | -202.2% | -31.9% |
| All | +246.1% | +466.7% | -220.5% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling