+89.2%
NTRA vs SGI
-21.0%
+110.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +0.2% | -4.5% | +4.7% | +1.5% |
| 30D | +4.1% | +4.2% | -0.1% | +2.7% |
| 3M | +50.0% | -7.4% | +57.5% | +53.1% |
| 6M | +67.3% | -15.1% | +82.4% | +71.1% |
| YTD | +43.6% | -24.7% | +68.3% | +47.2% |
| 1Y | +89.2% | -21.8% | +111.0% | +99.6% |
| All | +89.2% | -21.0% | +110.2% | +99.6% |
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