+19.6%
STM vs NTRA
+510.2%
-490.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | -5.2% | +3.8% | -8.9% | -6.0% |
| 3M | -29.6% | +48.2% | -77.9% | -36.2% |
| 6M | +54.4% | +61.0% | -6.6% | +35.2% |
| YTD | +99.5% | +44.2% | +55.3% | +79.2% |
| 1Y | +100.8% | +87.3% | +13.5% | +66.4% |
| All | +19.6% | +510.2% | -490.7% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling