+6,906.6%
STRL vs NTRA
+3,171.2%
+3,735.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | +5.4% | -0.5% | +5.9% | +5.5% |
| 30D | -9.0% | +4.3% | -13.3% | -9.7% |
| 3M | -37.1% | +50.6% | -87.7% | -41.9% |
| 6M | +17.8% | +63.9% | -46.1% | +6.6% |
| YTD | +58.3% | +42.4% | +16.0% | +46.6% |
| 1Y | +61.0% | +92.1% | -31.1% | +41.6% |
| 3Y | +517.8% | +501.7% | +16.1% | +350.9% |
| 5Y | +2,119.0% | +171.4% | +1,947.6% | +1,611.9% |
| All | +6,906.6% | +3,171.2% | +3,735.4% | +3,467.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling