+3,059.8%
NTRA vs SPYG
+424.6%
+2,635.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | -0.2% |
| 7D | +0.2% | -0.9% | +1.1% | +1.4% |
| 30D | +4.1% | -1.5% | +5.6% | +6.1% |
| 3M | +50.0% | +3.7% | +46.3% | +42.5% |
| 6M | +67.3% | +16.4% | +50.9% | +36.9% |
| YTD | +43.6% | +13.3% | +30.2% | +21.5% |
| 1Y | +89.2% | +17.9% | +71.4% | +51.9% |
| 3Y | +502.5% | +98.3% | +404.2% | +142.2% |
| 5Y | +173.8% | +86.4% | +87.3% | +21.5% |
| All | +3,059.8% | +424.6% | +2,635.2% | +289.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling