+171.4%
NTRA vs SPG
+103.4%
+68.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -0.5% | -2.2% | +1.7% | +0.7% |
| 30D | +4.3% | -5.8% | +10.1% | +7.8% |
| 3M | +50.6% | -2.8% | +53.4% | +52.3% |
| 6M | +63.9% | +8.9% | +55.0% | +55.2% |
| YTD | +42.4% | +14.3% | +28.1% | +30.1% |
| 1Y | +92.1% | +19.5% | +72.6% | +70.2% |
| 3Y | +501.7% | +106.9% | +394.9% | +263.1% |
| 5Y | +171.4% | +108.7% | +62.7% | +63.6% |
| All | +171.4% | +103.4% | +68.1% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling