-7.3%
SW vs NTRA
+32.2%
-39.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -0.6% |
| 7D | +4.7% | -16.6% | +21.2% | +7.0% |
| 30D | +5.0% | -9.2% | +14.2% | +5.8% |
| 3M | -7.3% | +32.5% | -39.8% | -13.7% |
| All | -7.3% | +32.2% | -39.5% | -13.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling