+1,711.9%
NTRA vs SPYG
+445.1%
+1,266.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.2% |
| 7D | -0.5% | -1.8% | +1.4% | +1.8% |
| 30D | +4.3% | -1.9% | +6.2% | +6.7% |
| 3M | +50.6% | +5.2% | +45.5% | +40.9% |
| 6M | +63.9% | +15.6% | +48.4% | +36.2% |
| YTD | +42.4% | +12.4% | +30.0% | +22.4% |
| 1Y | +92.1% | +17.5% | +74.6% | +56.0% |
| 3Y | +501.7% | +98.1% | +403.7% | +150.7% |
| 5Y | +171.4% | +84.9% | +86.5% | +25.5% |
| 10Y | +3,161.4% | +417.7% | +2,743.7% | +418.3% |
| All | +1,711.9% | +445.1% | +1,266.8% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling