+343.3%
SPGI vs NTRA
+2,761.8%
-2,418.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.2% | +2.7% | -1.5% | +0.8% |
| 30D | +15.9% | -19.2% | +35.1% | +19.2% |
| 3M | +12.3% | +2.7% | +9.6% | +11.1% |
| 6M | +23.7% | +63.4% | -39.7% | +13.2% |
| YTD | -3.5% | +39.3% | -42.8% | -10.1% |
| 1Y | +0.4% | +59.0% | -58.6% | -8.3% |
| 3Y | +29.9% | +557.4% | -527.5% | -7.3% |
| 5Y | +15.2% | +177.4% | -162.2% | -11.8% |
| All | +343.3% | +2,761.8% | -2,418.5% | +124.4% |
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