+341.1%
SPYM vs NTRA
+1,735.1%
-1,393.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -0.4% | +1.6% | -1.9% | -0.5% |
| 30D | -1.4% | +3.8% | -5.1% | -1.8% |
| 3M | +3.7% | +48.2% | -44.5% | -1.3% |
| 6M | +13.0% | +61.0% | -47.9% | +6.1% |
| YTD | +12.5% | +44.2% | -31.7% | +6.7% |
| 1Y | +18.6% | +87.3% | -68.7% | +9.1% |
| 3Y | +78.0% | +509.4% | -431.4% | +41.4% |
| 5Y | +82.3% | +175.1% | -92.8% | +50.0% |
| 10Y | +322.9% | +3,203.1% | -2,880.2% | +165.8% |
| All | +341.1% | +1,735.1% | -1,393.9% | +181.5% |
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