+99.0%
NTRA vs SPG
+34.3%
+64.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | -7.9% | +8.2% | -16.0% | -9.2% |
| 30D | -8.1% | +13.5% | -21.6% | -10.5% |
| 3M | +42.1% | +2.2% | +39.9% | +42.0% |
| 6M | +84.8% | +15.9% | +69.0% | +77.2% |
| YTD | +70.7% | +27.6% | +43.1% | +65.8% |
| 1Y | +99.0% | +30.9% | +68.1% | +94.8% |
| All | +99.0% | +34.3% | +64.8% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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