+1,700.8%
NTRA vs SM
-4.7%
+1,705.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.9% | -1.7% |
| 7D | +1.1% | -0.2% | +1.2% | +1.0% |
| 30D | +0.6% | +31.5% | -30.9% | -3.0% |
| 3M | +51.8% | +17.3% | +34.5% | +47.8% |
| 6M | +63.6% | +48.5% | +15.1% | +53.0% |
| YTD | +41.5% | +106.3% | -64.8% | +26.0% |
| 1Y | +93.6% | +47.3% | +46.3% | +79.6% |
| 3Y | +498.0% | -1.4% | +499.5% | +472.8% |
| 5Y | +172.5% | +114.0% | +58.4% | +131.5% |
| 10Y | +2,960.8% | +12.5% | +2,948.3% | +1,893.3% |
| All | +1,700.8% | -4.7% | +1,705.5% | +976.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling