+99.0%
NTRA vs SGI
-10.7%
+109.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | -1.0% |
| 7D | -7.9% | +12.1% | -19.9% | -10.6% |
| 30D | -8.1% | +12.1% | -20.2% | -11.0% |
| 3M | +42.1% | +0.4% | +41.7% | +41.7% |
| 6M | +84.8% | -4.0% | +88.8% | +84.5% |
| YTD | +70.7% | -21.2% | +91.9% | +72.2% |
| 1Y | +99.0% | -12.1% | +111.1% | +101.7% |
| All | +99.0% | -10.7% | +109.8% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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