+3,044.6%
NTRA vs SEI
+644.4%
+2,400.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | 0.0% |
| 7D | +0.2% | +22.6% | -22.4% | -3.4% |
| 30D | +4.1% | +9.1% | -5.0% | +2.1% |
| 3M | +50.0% | -11.3% | +61.4% | +50.7% |
| 6M | +67.3% | +22.0% | +45.3% | +57.4% |
| YTD | +43.6% | +47.3% | -3.7% | +29.5% |
| 1Y | +89.2% | +124.8% | -35.5% | +56.3% |
| 3Y | +502.5% | +591.3% | -88.7% | +259.8% |
| 5Y | +173.8% | +1,008.2% | -834.5% | +40.6% |
| All | +3,044.6% | +644.4% | +2,400.2% | +1,510.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling