-2.3%
SW vs NTRA
+177.5%
-179.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.9% | +2.7% | -5.6% | -3.2% |
| 30D | +5.0% | -19.2% | +24.2% | +6.7% |
| 3M | -13.7% | +2.7% | -16.3% | -14.1% |
| 6M | +8.0% | +63.4% | -55.4% | +3.1% |
| YTD | +14.0% | +39.3% | -25.3% | +9.5% |
| 1Y | +25.6% | +59.0% | -33.4% | +19.3% |
| 3Y | +40.1% | +557.4% | -517.3% | +21.7% |
| All | -2.3% | +177.5% | -179.8% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling