+655.9%
STM vs NTRA
+3,199.2%
-2,543.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.3% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -4.9% | +4.1% | -9.0% | -5.8% |
| 3M | -34.0% | +50.0% | -84.0% | -39.8% |
| 6M | +51.8% | +67.3% | -15.5% | +33.9% |
| YTD | +99.4% | +43.6% | +55.8% | +81.2% |
| 1Y | +99.1% | +89.2% | +9.8% | +69.7% |
| 3Y | +19.5% | +502.5% | -483.1% | -22.5% |
| 5Y | +19.5% | +173.8% | -154.3% | -16.0% |
| All | +655.9% | +3,199.2% | -2,543.3% | +242.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling