+97.0%
NTRA vs SM
+36.8%
+60.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | -0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.5% |
| 30D | +19.5% | +25.6% | -6.1% | +23.5% |
| 3M | +47.8% | +8.0% | +39.7% | +50.6% |
| 6M | +61.6% | +50.8% | +10.9% | +71.8% |
| YTD | +43.3% | +97.9% | -54.6% | +54.6% |
| 1Y | +97.0% | +33.8% | +63.2% | +105.0% |
| All | +97.0% | +36.8% | +60.3% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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