+99.0%
NTRA vs SAN
+23.5%
+75.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -1.1% |
| 7D | -7.9% | +4.5% | -12.4% | -8.9% |
| 30D | -8.1% | -12.1% | +4.0% | -4.7% |
| 3M | +42.1% | -15.6% | +57.6% | +48.9% |
| 6M | +84.8% | +5.8% | +79.0% | +80.6% |
| YTD | +70.7% | +5.5% | +65.2% | +70.0% |
| 1Y | +99.0% | +23.6% | +75.5% | +103.2% |
| All | +99.0% | +23.5% | +75.6% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling