+7.5%
SMR vs NTRA
+403.5%
-396.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.9% |
| 7D | +13.1% | +1.6% | +11.5% | +12.4% |
| 30D | +17.8% | +3.8% | +14.0% | +16.5% |
| 3M | +8.1% | +48.2% | -40.1% | -4.9% |
| 6M | -11.1% | +61.0% | -72.1% | -24.1% |
| YTD | -23.7% | +44.2% | -67.9% | -32.8% |
| 1Y | -69.4% | +87.3% | -156.7% | -74.8% |
| 3Y | +82.6% | +509.4% | -426.8% | +27.3% |
| All | +7.5% | +403.5% | -396.1% | -26.2% |
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