+42.8%
SO vs NTRA
+502.5%
-459.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -1.1% | -0.5% | -0.7% | -1.2% |
| 30D | -3.7% | +4.3% | -8.0% | -3.7% |
| 3M | -5.9% | +50.6% | -56.5% | -5.4% |
| 6M | -7.3% | +63.9% | -71.3% | -6.7% |
| YTD | +3.1% | +42.4% | -39.3% | +3.5% |
| 1Y | -1.0% | +92.1% | -93.1% | -0.2% |
| All | +42.8% | +502.5% | -459.7% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling