+48.2%
SW vs NTRA
+574.5%
-526.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.3% |
| 7D | +1.8% | -15.4% | +17.3% | +4.3% |
| 30D | +7.0% | -20.0% | +27.1% | +10.4% |
| 3M | -7.6% | -0.5% | -7.1% | -8.3% |
| 6M | +8.5% | +64.9% | -56.4% | -1.6% |
| YTD | +17.7% | +39.9% | -22.2% | +8.4% |
| 1Y | +27.1% | +60.5% | -33.5% | +13.3% |
| 3Y | +48.2% | +605.9% | -557.7% | -10.4% |
| All | +48.2% | +574.5% | -526.3% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling