+17.7%
STM vs NTRA
+171.1%
-153.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -7.8% | +4.3% | -12.1% | -8.7% |
| 3M | -28.2% | +50.6% | -78.8% | -34.5% |
| 6M | +52.0% | +63.9% | -12.0% | +34.6% |
| YTD | +96.4% | +42.4% | +54.0% | +78.8% |
| 1Y | +98.8% | +92.1% | +6.7% | +68.7% |
| 3Y | +18.3% | +501.7% | -483.5% | -22.7% |
| 5Y | +17.7% | +171.4% | -153.7% | -14.5% |
| All | +17.7% | +171.1% | -153.4% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling