+3,969.4%
SHOP vs NTRA
+1,711.9%
+2,257.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.2% |
| 7D | -13.2% | -0.5% | -12.7% | -13.1% |
| 30D | -17.0% | +4.3% | -21.3% | -18.1% |
| 3M | +17.0% | +50.6% | -33.6% | +2.5% |
| 6M | -2.1% | +63.9% | -66.1% | -16.7% |
| YTD | -21.4% | +42.4% | -63.7% | -30.4% |
| 1Y | -11.0% | +92.1% | -103.1% | -27.7% |
| 3Y | +100.9% | +501.7% | -400.8% | +16.8% |
| 5Y | -14.7% | +171.4% | -186.1% | -44.7% |
| 10Y | +2,984.8% | +3,161.4% | -176.6% | +1,184.9% |
| All | +3,969.4% | +1,711.9% | +2,257.5% | +1,467.9% |
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