+2,194.2%
SMH vs NTRA
+1,711.9%
+482.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.2% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -2.2% | +4.3% | -6.5% | -3.0% |
| 3M | -1.9% | +50.6% | -52.5% | -9.8% |
| 6M | +41.0% | +63.9% | -22.9% | +26.5% |
| YTD | +55.6% | +42.4% | +13.2% | +43.0% |
| 1Y | +86.8% | +92.1% | -5.3% | +61.9% |
| 3Y | +277.7% | +501.7% | -224.1% | +162.2% |
| 5Y | +324.2% | +171.4% | +152.7% | +213.5% |
| 10Y | +1,828.6% | +3,161.4% | -1,332.8% | +900.2% |
| All | +2,194.2% | +1,711.9% | +482.3% | +1,096.2% |
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