+182.3%
SW vs NTRA
+2,972.2%
-2,789.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -0.9% |
| 7D | -2.6% | -18.2% | +15.6% | -1.6% |
| 30D | +7.2% | -19.6% | +26.8% | +8.4% |
| 3M | -10.5% | +2.3% | -12.7% | -10.7% |
| 6M | +9.9% | +60.6% | -50.7% | +6.8% |
| YTD | +17.2% | +39.6% | -22.4% | +14.4% |
| 1Y | +26.5% | +54.7% | -28.2% | +22.7% |
| 3Y | +47.7% | +584.3% | -536.6% | +34.2% |
| 5Y | +0.2% | +182.5% | -182.3% | -7.8% |
| 10Y | +182.3% | +2,768.3% | -2,586.0% | +137.2% |
| All | +182.3% | +2,972.2% | -2,789.9% | +137.2% |
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 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