+89.2%
NTRA vs SCHG
+13.0%
+76.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.1% |
| 7D | +0.2% | -1.0% | +1.3% | +1.4% |
| 30D | +4.1% | -1.3% | +5.4% | +5.5% |
| 3M | +50.0% | +5.4% | +44.6% | +41.6% |
| 6M | +67.3% | +14.4% | +52.9% | +42.8% |
| YTD | +43.6% | +8.0% | +35.6% | +28.8% |
| 1Y | +89.2% | +12.7% | +76.5% | +58.2% |
| All | +89.2% | +13.0% | +76.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling