-73.1%
SMR vs NTRA
+96.0%
-169.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +4.4% | +0.6% | +3.8% | +4.1% |
| 30D | +3.4% | +19.5% | -16.1% | -7.8% |
| 3M | -19.2% | +47.8% | -66.9% | -38.2% |
| 6M | -22.6% | +61.6% | -84.3% | -46.8% |
| YTD | -31.5% | +43.3% | -74.8% | -49.2% |
| 1Y | -73.1% | +97.0% | -170.1% | -86.6% |
| All | -73.1% | +96.0% | -169.1% | -86.6% |
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