+265.2%
SU vs NTRA
+3,199.2%
-2,934.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +8.4% | +4.1% | +4.3% | +7.9% |
| 3M | +12.1% | +50.0% | -37.9% | +6.7% |
| 6M | +19.7% | +67.3% | -47.6% | +11.8% |
| YTD | +58.4% | +43.6% | +14.8% | +50.3% |
| 1Y | +67.2% | +89.2% | -22.0% | +53.4% |
| 3Y | +125.0% | +502.5% | -377.5% | +76.4% |
| 5Y | +355.1% | +173.8% | +181.3% | +274.8% |
| All | +265.2% | +3,199.2% | -2,934.0% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling