+1,727.4%
NTRA vs SCHG
+461.2%
+1,266.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.2% |
| 7D | +0.2% | -1.0% | +1.3% | +1.5% |
| 30D | +4.1% | -1.3% | +5.4% | +5.7% |
| 3M | +50.0% | +5.4% | +44.6% | +40.2% |
| 6M | +67.3% | +14.4% | +52.9% | +41.5% |
| YTD | +43.6% | +8.0% | +35.6% | +30.5% |
| 1Y | +89.2% | +12.7% | +76.5% | +62.5% |
| 3Y | +502.5% | +85.6% | +416.9% | +172.0% |
| 5Y | +173.8% | +85.5% | +88.2% | +25.2% |
| 10Y | +3,189.3% | +456.0% | +2,733.3% | +350.8% |
| All | +1,727.4% | +461.2% | +1,266.2% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling