+3,059.8%
NTRA vs SPG
+64.5%
+2,995.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +0.2% | -1.2% | +1.4% | +0.6% |
| 30D | +4.1% | -6.1% | +10.2% | +6.6% |
| 3M | +50.0% | -3.6% | +53.7% | +51.8% |
| 6M | +67.3% | +10.4% | +56.9% | +60.9% |
| YTD | +43.6% | +14.4% | +29.2% | +35.7% |
| 1Y | +89.2% | +16.5% | +72.7% | +77.2% |
| 3Y | +502.5% | +106.8% | +395.7% | +350.7% |
| 5Y | +173.8% | +108.9% | +64.9% | +103.1% |
| All | +3,059.8% | +64.5% | +2,995.3% | +2,117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling