+1,700.8%
NTRA vs SPG
+113.5%
+1,587.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.7% |
| 7D | +1.1% | 0.0% | +1.0% | +1.0% |
| 30D | +0.6% | -4.9% | +5.6% | +2.5% |
| 3M | +51.8% | +3.3% | +48.5% | +49.8% |
| 6M | +63.6% | +11.2% | +52.4% | +57.2% |
| YTD | +41.5% | +17.1% | +24.4% | +33.0% |
| 1Y | +93.6% | +21.6% | +72.1% | +79.1% |
| 3Y | +498.0% | +111.9% | +386.2% | +350.1% |
| 5Y | +172.5% | +106.9% | +65.5% | +105.6% |
| 10Y | +2,960.8% | +62.2% | +2,898.6% | +1,832.9% |
| All | +1,700.8% | +113.5% | +1,587.3% | +922.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling