+2,952.6%
STX vs NTRA
+1,735.1%
+1,217.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.3% |
| 7D | +9.6% | +1.6% | +8.0% | +9.3% |
| 30D | +10.6% | +3.8% | +6.8% | +9.9% |
| 3M | +4.8% | +48.2% | -43.4% | -1.7% |
| 6M | +137.3% | +61.0% | +76.3% | +118.7% |
| YTD | +222.5% | +44.2% | +178.3% | +201.9% |
| 1Y | +366.2% | +87.3% | +278.9% | +320.1% |
| 3Y | +1,352.9% | +509.4% | +843.5% | +993.7% |
| 5Y | +1,077.4% | +175.1% | +902.3% | +825.7% |
| 10Y | +3,621.5% | +3,203.1% | +418.4% | +1,881.0% |
| All | +2,952.6% | +1,735.1% | +1,217.6% | +1,525.9% |
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 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