+1,711.9%
NTRA vs SPXS
-99.7%
+1,811.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -0.4% |
| 7D | -0.5% | +6.4% | -6.8% | +2.4% |
| 30D | +4.3% | +6.0% | -1.7% | +7.2% |
| 3M | +50.6% | -11.6% | +62.3% | +43.9% |
| 6M | +63.9% | -28.7% | +92.6% | +44.9% |
| YTD | +42.4% | -26.3% | +68.6% | +28.6% |
| 1Y | +92.1% | -34.9% | +127.0% | +65.8% |
| 3Y | +501.7% | -79.5% | +581.2% | +260.2% |
| 5Y | +171.4% | -85.9% | +257.4% | +73.4% |
| 10Y | +3,161.4% | -99.5% | +3,260.9% | +807.8% |
| All | +1,711.9% | -99.7% | +1,811.6% | +391.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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