+5.2%
SSPC vs NTRA
+83.0%
-77.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.6% | +7.2% | +8.4% |
| 7D | +11.8% | -7.9% | +19.7% | +3.4% |
| 30D | +44.7% | -8.1% | +52.9% | +35.1% |
| 3M | -40.7% | +42.1% | -82.8% | +1.8% |
| All | +5.2% | +83.0% | -77.8% | +125.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling