+132.1%
SBUX vs NTRA
+1,711.9%
-1,579.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | -6.2% | -0.5% | -5.8% | -6.2% |
| 30D | -6.4% | +4.3% | -10.7% | -7.0% |
| 3M | +1.0% | +50.6% | -49.6% | -4.4% |
| 6M | -0.4% | +63.9% | -64.3% | -7.2% |
| YTD | +20.0% | +42.4% | -22.4% | +13.5% |
| 1Y | +22.8% | +92.1% | -69.3% | +11.6% |
| 3Y | +12.3% | +501.7% | -489.4% | -12.7% |
| 5Y | -6.4% | +171.4% | -177.8% | -24.6% |
| 10Y | +126.5% | +3,161.4% | -3,034.9% | +39.9% |
| All | +132.1% | +1,711.9% | -1,579.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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