+2,125.4%
STRL vs NTRA
+177.1%
+1,948.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | +8.2% | +1.6% | +6.6% | +7.8% |
| 30D | -6.3% | +3.8% | -10.1% | -7.1% |
| 3M | -41.2% | +48.2% | -89.4% | -46.6% |
| 6M | +20.4% | +61.0% | -40.6% | +6.4% |
| YTD | +61.7% | +44.2% | +17.5% | +46.2% |
| 1Y | +72.7% | +87.3% | -14.6% | +47.4% |
| 3Y | +530.9% | +509.4% | +21.5% | +336.2% |
| 5Y | +2,125.4% | +175.1% | +1,950.3% | +1,596.4% |
| All | +2,125.4% | +177.1% | +1,948.3% | +1,596.4% |
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