+563.4%
SPMO vs NTRA
+3,343.9%
-2,780.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.7% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | -0.7% | +4.3% | -5.0% | -1.2% |
| 3M | +2.8% | +50.6% | -47.8% | -2.5% |
| 6M | +24.4% | +63.9% | -39.5% | +16.3% |
| YTD | +24.2% | +42.4% | -18.2% | +17.8% |
| 1Y | +24.5% | +92.1% | -67.6% | +13.8% |
| 3Y | +155.6% | +501.7% | -346.2% | +103.0% |
| 5Y | +148.2% | +171.4% | -23.3% | +104.9% |
| 10Y | +514.8% | +3,161.4% | -2,646.6% | +306.4% |
| All | +563.4% | +3,343.9% | -2,780.5% | +336.5% |
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