+12,119.0%
STRL vs NTRA
+1,700.8%
+10,418.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.5% | +3.4% |
| 7D | +10.1% | +1.1% | +9.1% | +9.9% |
| 30D | -8.2% | +0.6% | -8.8% | -8.3% |
| 3M | -43.7% | +51.8% | -95.5% | -47.6% |
| 6M | +27.1% | +63.6% | -36.5% | +16.5% |
| YTD | +64.0% | +41.5% | +22.5% | +53.5% |
| 1Y | +75.2% | +93.6% | -18.5% | +56.3% |
| 3Y | +539.9% | +498.0% | +41.9% | +387.4% |
| 5Y | +2,133.0% | +172.5% | +1,960.5% | +1,674.0% |
| 10Y | +7,178.3% | +2,960.8% | +4,217.4% | +4,272.6% |
| All | +12,119.0% | +1,700.8% | +10,418.2% | +6,485.0% |
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