+3,059.8%
NTRA vs SGI
+270.1%
+2,789.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | +0.2% | -4.5% | +4.7% | +2.3% |
| 30D | +4.1% | +4.2% | -0.1% | +1.8% |
| 3M | +50.0% | -7.4% | +57.5% | +54.3% |
| 6M | +67.3% | -15.1% | +82.4% | +77.7% |
| YTD | +43.6% | -24.7% | +68.3% | +59.5% |
| 1Y | +89.2% | -21.8% | +111.0% | +104.7% |
| 3Y | +502.5% | +50.0% | +452.5% | +363.3% |
| 5Y | +173.8% | +48.9% | +124.8% | +101.5% |
| All | +3,059.8% | +270.1% | +2,789.7% | +1,093.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling