+171.4%
NTRA vs SFM
+212.1%
-40.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.1% |
| 7D | -0.5% | -8.8% | +8.3% | +0.8% |
| 30D | +4.3% | -14.5% | +18.7% | +6.4% |
| 3M | +50.6% | -16.8% | +67.5% | +53.9% |
| 6M | +63.9% | -5.3% | +69.3% | +63.5% |
| YTD | +42.4% | -9.4% | +51.7% | +42.6% |
| 1Y | +92.1% | -46.2% | +138.2% | +108.5% |
| 3Y | +501.7% | +81.3% | +420.5% | +446.7% |
| 5Y | +171.4% | +211.9% | -40.4% | +141.1% |
| All | +171.4% | +212.1% | -40.7% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling