+89.2%
NTRA vs SPYG
+17.9%
+71.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.1% |
| 7D | +0.2% | -0.9% | +1.1% | +1.0% |
| 30D | +4.1% | -1.5% | +5.6% | +5.5% |
| 3M | +50.0% | +3.7% | +46.3% | +44.5% |
| 6M | +67.3% | +16.4% | +50.9% | +40.9% |
| YTD | +43.6% | +13.3% | +30.2% | +24.0% |
| 1Y | +89.2% | +17.9% | +71.4% | +53.6% |
| All | +89.2% | +17.9% | +71.4% | +53.6% |
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