+282.6%
SPGI vs NTRA
+3,171.2%
-2,888.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -8.9% | -0.5% | -8.4% | -8.9% |
| 30D | +0.6% | +4.3% | -3.6% | 0.0% |
| 3M | +2.0% | +50.6% | -48.7% | -4.8% |
| 6M | +0.1% | +63.9% | -63.8% | -8.1% |
| YTD | -16.4% | +42.4% | -58.8% | -21.8% |
| 1Y | -18.9% | +92.1% | -111.0% | -27.8% |
| 3Y | +13.8% | +501.7% | -488.0% | -17.3% |
| 5Y | +0.5% | +171.4% | -170.9% | -22.4% |
| All | +282.6% | +3,171.2% | -2,888.6% | +95.4% |
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