+167.6%
SYK vs NTRA
+3,171.2%
-3,003.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -12.3% | -0.5% | -11.9% | -12.3% |
| 30D | -22.4% | +4.3% | -26.7% | -22.9% |
| 3M | -12.3% | +50.6% | -63.0% | -17.9% |
| 6M | -24.3% | +63.9% | -88.2% | -30.3% |
| YTD | -22.8% | +42.4% | -65.1% | -27.6% |
| 1Y | -28.8% | +92.1% | -120.9% | -36.2% |
| 3Y | -4.0% | +501.7% | -505.7% | -28.8% |
| 5Y | +3.8% | +171.4% | -167.6% | -18.7% |
| All | +167.6% | +3,171.2% | -3,003.6% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling