+120.7%
SW vs NTRA
+1,920.9%
-1,800.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -1.1% |
| 7D | +4.7% | -16.6% | +21.2% | +5.6% |
| 30D | +5.0% | -9.2% | +14.2% | +5.5% |
| 3M | -7.3% | +32.5% | -39.8% | -8.9% |
| 6M | +15.0% | +75.9% | -60.9% | +11.3% |
| YTD | +18.5% | +58.8% | -40.3% | +15.0% |
| 1Y | +27.1% | +82.0% | -54.8% | +22.4% |
| 3Y | +49.3% | +751.1% | -701.8% | +34.4% |
| 5Y | -1.6% | +213.7% | -215.3% | -9.9% |
| 10Y | +185.4% | +4,204.9% | -4,019.5% | +131.4% |
| All | +120.7% | +1,920.9% | -1,800.2% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling