+1,727.4%
NTRA vs SCCO
+931.3%
+796.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.2% | -2.7% | +2.9% | +1.1% |
| 30D | +4.1% | -0.7% | +4.8% | +4.0% |
| 3M | +50.0% | +8.1% | +42.0% | +43.9% |
| 6M | +67.3% | +4.1% | +63.2% | +60.3% |
| YTD | +43.6% | +41.1% | +2.5% | +19.1% |
| 1Y | +89.2% | +95.6% | -6.3% | +35.1% |
| 3Y | +502.5% | +179.3% | +323.3% | +247.3% |
| 5Y | +173.8% | +308.3% | -134.5% | +27.6% |
| 10Y | +3,189.3% | +1,090.2% | +2,099.1% | +779.5% |
| All | +1,727.4% | +931.3% | +796.0% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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