-63.2%
SPCH vs NTRA
+83.0%
-146.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -8.2% |
| 7D | -13.4% | -7.9% | -5.5% | -6.3% |
| 30D | -39.6% | -8.1% | -31.5% | -34.6% |
| 3M | -1.4% | +42.1% | -43.5% | -36.5% |
| All | -63.2% | +83.0% | -146.2% | -81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling