+497.4%
NTRA vs SPY
+75.5%
+421.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.5% |
| 7D | -0.5% | -2.0% | +1.5% | +2.2% |
| 30D | +4.3% | -1.7% | +5.9% | +6.6% |
| 3M | +50.6% | +4.7% | +45.9% | +41.6% |
| 6M | +63.9% | +12.5% | +51.4% | +40.4% |
| YTD | +42.4% | +11.7% | +30.6% | +23.0% |
| 1Y | +92.1% | +17.5% | +74.6% | +55.3% |
| All | +497.4% | +75.5% | +421.9% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling