+287.1%
SHW vs NTRA
+1,700.8%
-1,413.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -1.2% | +1.1% | -2.2% | -1.3% |
| 30D | -11.6% | +0.6% | -12.2% | -11.7% |
| 3M | +9.1% | +51.8% | -42.7% | +3.6% |
| 6M | -0.7% | +63.6% | -64.3% | -6.8% |
| YTD | +1.4% | +41.5% | -40.1% | -3.6% |
| 1Y | -12.3% | +93.6% | -105.9% | -19.7% |
| 3Y | +23.4% | +498.0% | -474.7% | -2.8% |
| 5Y | +15.0% | +172.5% | -157.4% | -5.5% |
| 10Y | +278.3% | +2,960.8% | -2,682.5% | +133.1% |
| All | +287.1% | +1,700.8% | -1,413.7% | +139.4% |
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