+204.5%
SYY vs NTRA
+1,711.9%
-1,507.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -2.3% | +4.3% | -6.6% | -2.7% |
| 3M | +5.5% | +50.6% | -45.1% | +1.4% |
| 6M | -1.0% | +63.9% | -64.9% | -5.8% |
| YTD | +14.1% | +42.4% | -28.2% | +9.6% |
| 1Y | +5.6% | +92.1% | -86.5% | -1.5% |
| 3Y | +27.9% | +501.7% | -473.9% | +4.6% |
| 5Y | +22.7% | +171.4% | -148.7% | +3.8% |
| 10Y | +113.9% | +3,161.4% | -3,047.5% | +43.9% |
| All | +204.5% | +1,711.9% | -1,507.4% | +107.3% |
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