+1,700.8%
NTRA vs SAN
+206.6%
+1,494.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | +1.1% | +3.3% | -2.3% | 0.0% |
| 30D | +0.6% | +1.1% | -0.5% | +0.2% |
| 3M | +51.8% | +22.2% | +29.6% | +41.9% |
| 6M | +63.6% | +36.0% | +27.6% | +47.6% |
| YTD | +41.5% | +28.2% | +13.2% | +29.2% |
| 1Y | +93.6% | +54.1% | +39.5% | +66.0% |
| 3Y | +498.0% | +354.2% | +143.8% | +253.2% |
| 5Y | +172.5% | +387.3% | -214.8% | +52.9% |
| 10Y | +2,960.8% | +334.8% | +2,626.0% | +1,593.1% |
| All | +1,700.8% | +206.6% | +1,494.2% | +855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling