+1,537.1%
SOXX vs NTRA
+3,199.2%
-1,662.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -3.6% | +4.1% | -7.7% | -4.5% |
| 3M | -10.2% | +50.0% | -60.2% | -18.4% |
| 6M | +54.2% | +67.3% | -13.1% | +35.6% |
| YTD | +75.2% | +43.6% | +31.6% | +58.8% |
| 1Y | +107.5% | +89.2% | +18.3% | +76.7% |
| 3Y | +226.8% | +502.5% | -275.8% | +114.2% |
| 5Y | +251.2% | +173.8% | +77.5% | +148.7% |
| All | +1,537.1% | +3,199.2% | -1,662.1% | +647.2% |
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 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