+89.2%
NTRA vs SFM
-46.0%
+135.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +0.2% | -10.6% | +10.8% | +0.6% |
| 30D | +4.1% | -15.5% | +19.6% | +4.7% |
| 3M | +50.0% | -17.4% | +67.5% | +50.5% |
| 6M | +67.3% | -3.4% | +70.7% | +66.4% |
| YTD | +43.6% | -8.7% | +52.3% | +43.4% |
| 1Y | +89.2% | -47.2% | +136.4% | +92.6% |
| All | +89.2% | -46.0% | +135.3% | +92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling