+139.5%
SRE vs NTRA
+1,711.9%
-1,572.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -1.7% | +4.3% | -6.0% | -2.0% |
| 3M | -7.1% | +50.6% | -57.7% | -9.4% |
| 6M | -8.4% | +63.9% | -72.3% | -11.4% |
| YTD | -3.5% | +42.4% | -45.9% | -6.0% |
| 1Y | +5.4% | +92.1% | -86.7% | +0.7% |
| 3Y | +29.5% | +501.7% | -472.2% | +14.7% |
| 5Y | +48.3% | +171.4% | -123.1% | +33.7% |
| 10Y | +123.5% | +3,161.4% | -3,037.9% | +79.9% |
| All | +139.5% | +1,711.9% | -1,572.4% | +92.1% |
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