+83.8%
SPYM vs NTRA
+172.0%
-88.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -1.1% | +4.1% | -5.2% | -1.6% |
| 3M | +3.9% | +50.0% | -46.2% | -1.8% |
| 6M | +13.6% | +67.3% | -53.7% | +5.4% |
| YTD | +12.7% | +43.6% | -30.8% | +6.4% |
| 1Y | +17.6% | +89.2% | -71.7% | +6.9% |
| 3Y | +77.2% | +502.5% | -425.3% | +38.2% |
| All | +83.8% | +172.0% | -88.2% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling