+3,059.8%
NTRA vs SHAK
+87.2%
+2,972.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.3% |
| 7D | +0.2% | -8.3% | +8.5% | +3.2% |
| 30D | +4.1% | -12.6% | +16.7% | +9.0% |
| 3M | +50.0% | +9.1% | +40.9% | +43.5% |
| 6M | +67.3% | -31.2% | +98.5% | +83.2% |
| YTD | +43.6% | -21.6% | +65.2% | +48.6% |
| 1Y | +89.2% | -38.8% | +128.0% | +113.7% |
| 3Y | +502.5% | +0.6% | +501.9% | +415.5% |
| 5Y | +173.8% | -22.5% | +196.3% | +147.0% |
| All | +3,059.8% | +87.2% | +2,972.5% | +1,734.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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