+254.3%
SO vs NTRA
+1,672.7%
-1,418.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | +1.4% | +2.7% | -1.4% | +1.3% |
| 30D | +4.7% | -19.2% | +23.9% | +5.2% |
| 3M | +1.7% | +2.7% | -1.0% | +1.5% |
| 6M | +2.2% | +63.4% | -61.2% | +0.6% |
| YTD | +10.0% | +39.3% | -29.3% | +8.6% |
| 1Y | +6.0% | +59.0% | -53.0% | +4.3% |
| 3Y | +54.1% | +557.4% | -503.3% | +44.1% |
| 5Y | +79.6% | +177.4% | -97.7% | +69.7% |
| 10Y | +195.5% | +2,761.8% | -2,566.3% | +169.4% |
| All | +254.3% | +1,672.7% | -1,418.4% | +229.9% |
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