-4.6%
STM vs NTRA
+177.5%
-182.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +12.0% | +2.7% | +9.3% | +11.4% |
| 30D | -0.4% | -19.2% | +18.8% | +4.0% |
| 3M | -13.2% | +2.7% | -15.9% | -14.1% |
| 6M | -26.1% | +63.4% | -89.4% | -34.0% |
| YTD | +81.2% | +39.3% | +41.9% | +65.2% |
| 1Y | +98.3% | +59.0% | +39.3% | +75.4% |
| 3Y | +16.7% | +557.4% | -540.6% | -24.4% |
| All | -4.6% | +177.5% | -182.0% | -35.9% |
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 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