+1,817.6%
SMH vs NTRA
+3,199.2%
-1,381.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +0.3% | +0.2% | 0.0% | +0.2% |
| 30D | -2.8% | +4.1% | -6.9% | -3.6% |
| 3M | -6.7% | +50.0% | -56.8% | -15.0% |
| 6M | +41.8% | +67.3% | -25.5% | +25.1% |
| YTD | +57.9% | +43.6% | +14.3% | +43.5% |
| 1Y | +87.6% | +89.2% | -1.6% | +60.5% |
| 3Y | +282.9% | +502.5% | -219.6% | +154.8% |
| 5Y | +330.4% | +173.8% | +156.6% | +208.0% |
| All | +1,817.6% | +3,199.2% | -1,381.6% | +801.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling