+96.5%
STM vs NTRA
+99.0%
-2.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.2% |
| 7D | -6.0% | -7.9% | +1.8% | -4.8% |
| 30D | -20.9% | -8.1% | -12.8% | -19.9% |
| 3M | -15.8% | +42.1% | -57.8% | -19.9% |
| 6M | -17.0% | +84.8% | -101.9% | -22.9% |
| YTD | +76.8% | +70.7% | +6.1% | +63.6% |
| 1Y | +96.5% | +99.0% | -2.6% | +85.7% |
| All | +96.5% | +99.0% | -2.6% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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