+581.0%
STM vs NTRA
+1,672.7%
-1,091.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | -13.2% | +2.7% | -15.9% | -14.0% |
| 6M | -26.1% | +63.4% | -89.4% | -33.6% |
| YTD | +81.2% | +39.3% | +41.9% | +66.2% |
| 1Y | +98.3% | +59.0% | +39.3% | +77.0% |
| 3Y | +16.7% | +557.4% | -540.6% | -22.5% |
| 5Y | -4.8% | +177.4% | -182.2% | -31.5% |
| 10Y | +468.8% | +2,761.8% | -2,293.0% | +174.2% |
| All | +581.0% | +1,672.7% | -1,091.7% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling