+3,059.8%
NTRA vs SFM
+271.4%
+2,788.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +0.2% | -10.6% | +10.8% | +1.6% |
| 30D | +4.1% | -15.5% | +19.6% | +6.2% |
| 3M | +50.0% | -17.4% | +67.5% | +53.2% |
| 6M | +67.3% | -3.4% | +70.7% | +66.7% |
| YTD | +43.6% | -8.7% | +52.3% | +43.8% |
| 1Y | +89.2% | -47.2% | +136.4% | +103.1% |
| 3Y | +502.5% | +82.7% | +419.8% | +451.0% |
| 5Y | +173.8% | +214.3% | -40.5% | +131.5% |
| All | +3,059.8% | +271.4% | +2,788.3% | +2,472.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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