+97.0%
NTRA vs SPYG
+22.6%
+74.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | +19.5% | -0.4% | +20.0% | +20.1% |
| 3M | +47.8% | +0.5% | +47.2% | +47.0% |
| 6M | +61.6% | +17.5% | +44.2% | +35.2% |
| YTD | +43.3% | +14.3% | +28.9% | +22.8% |
| 1Y | +97.0% | +21.7% | +75.3% | +54.3% |
| All | +97.0% | +22.6% | +74.4% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling