+99.0%
NTRA vs SITM
+47.5%
+51.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.4% | +10.0% | +1.3% |
| 7D | -7.9% | -19.5% | +11.7% | -6.5% |
| 30D | -8.1% | -43.2% | +35.1% | -5.0% |
| 3M | +42.1% | -30.8% | +72.9% | +45.3% |
| 6M | +84.8% | -28.6% | +113.4% | +85.9% |
| YTD | +70.7% | +14.2% | +56.5% | +66.9% |
| 1Y | +99.0% | +44.4% | +54.7% | +95.4% |
| All | +99.0% | +47.5% | +51.5% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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