+171.4%
NTRA vs SM
+108.0%
+63.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -0.5% | +2.1% | -2.6% | -0.8% |
| 30D | +4.3% | +18.1% | -13.8% | +1.3% |
| 3M | +50.6% | +17.0% | +33.7% | +45.7% |
| 6M | +63.9% | +55.4% | +8.5% | +47.8% |
| YTD | +42.4% | +108.6% | -66.2% | +19.5% |
| 1Y | +92.1% | +45.7% | +46.4% | +73.8% |
| 3Y | +501.7% | -0.3% | +502.1% | +463.7% |
| 5Y | +171.4% | +113.0% | +58.4% | +121.8% |
| All | +171.4% | +108.0% | +63.4% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling