+502.5%
NTRA vs SAN
+352.3%
+150.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.2% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | +4.1% | +0.9% | +3.2% | +3.8% |
| 3M | +50.0% | +19.1% | +30.9% | +42.1% |
| 6M | +67.3% | +33.2% | +34.1% | +53.3% |
| YTD | +43.6% | +29.1% | +14.5% | +31.9% |
| 1Y | +89.2% | +50.2% | +39.0% | +66.0% |
| 3Y | +502.5% | +351.0% | +151.5% | +295.4% |
| All | +502.5% | +352.3% | +150.3% | +295.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling