+173.5%
NTRA vs SPYG
+85.2%
+88.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | -0.1% |
| 7D | +0.2% | -0.9% | +1.1% | +1.3% |
| 30D | +4.1% | -1.5% | +5.6% | +5.9% |
| 3M | +50.0% | +3.7% | +46.3% | +43.2% |
| 6M | +67.3% | +16.4% | +50.9% | +38.9% |
| YTD | +43.6% | +13.3% | +30.2% | +23.1% |
| 1Y | +89.2% | +17.9% | +71.4% | +54.5% |
| 3Y | +502.5% | +98.3% | +404.2% | +157.3% |
| All | +173.5% | +85.2% | +88.3% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling