+1,735.1%
NTRA vs SGI
+330.6%
+1,404.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +3.8% | +5.5% | -1.8% | +1.0% |
| 3M | +48.2% | -3.6% | +51.8% | +49.5% |
| 6M | +61.0% | -15.0% | +76.0% | +70.6% |
| YTD | +44.2% | -23.0% | +67.2% | +58.1% |
| 1Y | +87.3% | -18.4% | +105.7% | +98.4% |
| 3Y | +509.4% | +57.8% | +451.7% | +364.6% |
| 5Y | +175.1% | +51.5% | +123.7% | +104.5% |
| 10Y | +3,203.1% | +275.2% | +2,927.9% | +1,215.5% |
| All | +1,735.1% | +330.6% | +1,404.5% | +574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling