+502.5%
NTRA vs SITM
+452.7%
+49.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | 0.0% |
| 7D | +0.2% | +3.9% | -3.6% | -0.4% |
| 30D | +4.1% | -6.6% | +10.7% | +4.9% |
| 3M | +50.0% | -11.9% | +61.9% | +50.6% |
| 6M | +67.3% | +81.1% | -13.8% | +44.3% |
| YTD | +43.6% | +80.0% | -36.4% | +22.1% |
| 1Y | +89.2% | +145.8% | -56.6% | +48.1% |
| 3Y | +502.5% | +475.9% | +26.7% | +263.3% |
| All | +502.5% | +452.7% | +49.9% | +263.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling