-14.4%
SMR vs NTRA
+401.4%
-415.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.5% | -15.9% |
| 7D | -11.2% | +0.2% | -11.5% | -11.4% |
| 30D | -10.2% | +4.1% | -14.3% | -11.3% |
| 3M | -10.0% | +50.0% | -60.1% | -21.2% |
| 6M | -30.5% | +67.3% | -97.8% | -41.3% |
| YTD | -39.2% | +43.6% | -82.8% | -46.4% |
| 1Y | -75.5% | +89.2% | -164.8% | -79.9% |
| 3Y | +45.4% | +502.5% | -457.1% | +1.6% |
| All | -14.4% | +401.4% | -415.8% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling