+173.5%
NTRA vs SAN
+385.2%
-211.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | 0.0% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | +4.1% | +0.9% | +3.2% | +3.7% |
| 3M | +50.0% | +19.1% | +30.9% | +40.4% |
| 6M | +67.3% | +33.2% | +34.1% | +50.2% |
| YTD | +43.6% | +29.1% | +14.5% | +29.2% |
| 1Y | +89.2% | +50.2% | +39.0% | +60.4% |
| 3Y | +502.5% | +351.0% | +151.5% | +225.1% |
| All | +173.5% | +385.2% | -211.7% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling