+28.2%
SW vs NTRA
+59.4%
-31.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | +1.8% | -15.4% | +17.3% | +2.9% |
| 30D | +7.0% | -20.0% | +27.1% | +8.4% |
| 3M | -7.6% | -0.5% | -7.1% | -7.9% |
| 6M | +8.5% | +64.9% | -56.4% | +6.2% |
| YTD | +17.7% | +39.9% | -22.2% | +8.7% |
| All | +28.2% | +59.4% | -31.2% | +19.3% |
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 · 6 months rolling