+153.1%
SO vs NTRA
+3,199.2%
-3,046.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.7% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -5.0% | +4.1% | -9.1% | -5.1% |
| 3M | -5.8% | +50.0% | -55.8% | -7.1% |
| 6M | -7.9% | +67.3% | -75.2% | -9.7% |
| YTD | +2.4% | +43.6% | -41.2% | +0.9% |
| 1Y | -2.3% | +89.2% | -91.5% | -4.7% |
| 3Y | +41.9% | +502.5% | -460.7% | +31.1% |
| 5Y | +58.1% | +173.8% | -115.7% | +47.9% |
| All | +153.1% | +3,199.2% | -3,046.1% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling