+233.5%
SO vs NTRA
+1,723.2%
-1,489.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.2% | +0.6% | -0.7% | -0.2% |
| 30D | -4.6% | +19.5% | -24.1% | -5.1% |
| 3M | -3.0% | +47.8% | -50.8% | -4.1% |
| 6M | -8.3% | +61.6% | -69.9% | -9.6% |
| YTD | +3.5% | +43.3% | -39.7% | +2.3% |
| 1Y | -0.9% | +97.0% | -98.0% | -3.0% |
| 3Y | +45.4% | +424.9% | -379.6% | +36.9% |
| 5Y | +59.6% | +165.2% | -105.6% | +51.1% |
| 10Y | +156.6% | +3,114.3% | -2,957.7% | +134.6% |
| All | +233.5% | +1,723.2% | -1,489.7% | +210.7% |
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 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