+218.5%
SYK vs NTRA
+1,711.9%
-1,493.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.4% |
| 6M | -24.3% | +63.9% | -88.2% | -29.8% |
| YTD | -22.8% | +42.4% | -65.1% | -27.1% |
| 1Y | -28.8% | +92.1% | -120.9% | -35.6% |
| 3Y | -4.0% | +501.7% | -505.7% | -26.8% |
| 5Y | +3.8% | +171.4% | -167.6% | -17.1% |
| 10Y | +172.8% | +3,161.4% | -2,988.6% | +60.5% |
| All | +218.5% | +1,711.9% | -1,493.4% | +90.3% |
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