-2.3%
SW vs NTRA
+165.5%
-167.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.1% | +0.6% | -5.7% | -5.1% |
| 30D | -4.6% | +19.5% | -24.1% | -6.2% |
| 3M | +9.4% | +47.8% | -38.4% | +5.5% |
| 6M | +3.5% | +61.6% | -58.1% | -1.2% |
| YTD | +22.0% | +43.3% | -21.2% | +17.3% |
| 1Y | +2.2% | +97.0% | -94.8% | -4.8% |
| 3Y | +19.6% | +424.9% | -405.3% | +4.1% |
| All | -2.3% | +165.5% | -167.9% | -5.4% |
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 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