+3,667.9%
STRL vs NTRA
+2,761.8%
+906.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | +15.7% | +2.7% | +12.9% | +15.2% |
| 30D | -35.5% | -19.2% | -16.3% | -33.0% |
| 3M | -47.1% | +2.7% | -49.8% | -47.6% |
| 6M | -65.8% | +63.4% | -129.1% | -68.9% |
| YTD | -4.5% | +39.3% | -43.8% | -11.4% |
| 1Y | -10.5% | +59.0% | -69.5% | -18.9% |
| 3Y | +340.6% | +557.4% | -216.8% | +219.6% |
| 5Y | +911.0% | +177.4% | +733.7% | +679.7% |
| All | +3,667.9% | +2,761.8% | +906.1% | +1,852.9% |
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 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