+182.7%
SW vs NTRA
+3,466.8%
-3,284.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.6% | +13.7% | -0.1% |
| 7D | +2.3% | -25.0% | +27.3% | +3.8% |
| 30D | +6.8% | -21.5% | +28.2% | +8.1% |
| 3M | -5.2% | +17.1% | -22.3% | -6.2% |
| 6M | +7.4% | +44.4% | -37.0% | +4.9% |
| YTD | +17.4% | +35.6% | -18.2% | +14.7% |
| 1Y | +27.1% | +56.5% | -29.4% | +23.2% |
| 3Y | +47.9% | +620.8% | -572.9% | +34.2% |
| 5Y | -2.6% | +167.9% | -170.5% | -10.1% |
| All | +182.7% | +3,466.8% | -3,284.1% | +140.0% |
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