+415.1%
SPGI vs NTRA
+1,723.2%
-1,308.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.1% | +0.6% | -0.4% | +0.1% |
| 30D | +8.4% | +19.5% | -11.1% | +5.3% |
| 3M | +11.8% | +47.8% | -35.9% | +5.1% |
| 6M | +5.7% | +61.6% | -55.9% | -2.4% |
| YTD | -9.7% | +43.3% | -52.9% | -15.3% |
| 1Y | -12.5% | +97.0% | -109.5% | -21.8% |
| 3Y | +21.8% | +424.9% | -403.1% | -7.9% |
| 5Y | +8.2% | +165.2% | -157.0% | -15.1% |
| 10Y | +309.5% | +3,114.3% | -2,804.8% | +119.3% |
| All | +415.1% | +1,723.2% | -1,308.1% | +183.9% |
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