+1,711.9%
NTRA vs SBAC
+73.0%
+1,638.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.6% | -0.2% |
| 7D | -0.5% | -5.3% | +4.8% | +1.6% |
| 30D | +4.3% | +0.4% | +3.9% | +4.0% |
| 3M | +50.6% | -11.9% | +62.5% | +57.0% |
| 6M | +63.9% | -4.5% | +68.4% | +63.3% |
| YTD | +42.4% | -4.3% | +46.7% | +40.7% |
| 1Y | +92.1% | -3.9% | +96.0% | +89.1% |
| 3Y | +501.7% | -11.0% | +512.7% | +482.7% |
| 5Y | +171.4% | -44.1% | +215.5% | +234.8% |
| 10Y | +3,161.4% | +81.6% | +3,079.8% | +2,596.8% |
| All | +1,711.9% | +73.0% | +1,638.9% | +1,308.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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