+127.2%
SW vs NTRA
+1,723.2%
-1,596.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -5.1% | +0.6% | -5.7% | -5.1% |
| 30D | -4.6% | +19.5% | -24.1% | -5.6% |
| 3M | +9.4% | +47.8% | -38.4% | +7.0% |
| 6M | +3.5% | +61.6% | -58.1% | +0.6% |
| YTD | +22.0% | +43.3% | -21.2% | +19.2% |
| 1Y | +2.2% | +97.0% | -94.8% | -1.9% |
| 3Y | +19.6% | +424.9% | -405.3% | +9.7% |
| 5Y | -2.3% | +165.2% | -167.5% | -9.8% |
| 10Y | +181.4% | +3,114.3% | -2,932.9% | +131.6% |
| All | +127.2% | +1,723.2% | -1,596.0% | +86.4% |
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 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