-85.6%
SMR vs NTRA
+99.0%
-184.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.8% |
| 7D | -9.5% | -7.9% | -1.7% | -5.8% |
| 30D | -33.2% | -8.1% | -25.1% | -30.5% |
| 3M | -45.9% | +42.1% | -88.0% | -55.4% |
| 6M | -57.9% | +84.8% | -142.7% | -71.0% |
| YTD | -63.8% | +70.7% | -134.5% | -75.7% |
| 1Y | -85.6% | +99.0% | -184.7% | -92.5% |
| All | -85.6% | +99.0% | -184.7% | -92.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling