-25.9%
STRL vs NTRA
+99.0%
-124.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.6% | -22.1% | -21.6% |
| 7D | -27.1% | -7.9% | -19.2% | -25.5% |
| 30D | -45.8% | -8.1% | -37.7% | -44.7% |
| 3M | -47.6% | +42.1% | -89.7% | -52.5% |
| 6M | -46.4% | +84.8% | -131.3% | -55.1% |
| YTD | -7.4% | +70.7% | -78.1% | -22.7% |
| 1Y | -25.9% | +99.0% | -124.9% | -54.5% |
| All | -25.9% | +99.0% | -124.9% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling