-12.8%
SHOP vs NTRA
+172.0%
-184.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.4% |
| 7D | -11.2% | +0.2% | -11.5% | -11.3% |
| 30D | -14.4% | +4.1% | -18.5% | -15.9% |
| 3M | +16.6% | +50.0% | -33.5% | -3.1% |
| 6M | -0.6% | +67.3% | -67.9% | -21.7% |
| YTD | -20.0% | +43.6% | -63.6% | -33.2% |
| 1Y | -11.2% | +89.2% | -100.4% | -33.8% |
| 3Y | +99.5% | +502.5% | -403.1% | -9.1% |
| All | -12.8% | +172.0% | -184.8% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling