+82.0%
NTRA vs SARO
-6.5%
+88.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.6% | -5.4% | -6.5% |
| 7D | -16.6% | +6.3% | -22.9% | -18.2% |
| 30D | -9.2% | +20.8% | -30.0% | -15.2% |
| 3M | +32.5% | -18.4% | +50.9% | +44.6% |
| 6M | +75.9% | +0.8% | +75.1% | +71.4% |
| YTD | +58.8% | -11.8% | +70.6% | +63.1% |
| 1Y | +82.0% | -7.3% | +89.2% | +84.8% |
| All | +82.0% | -6.5% | +88.5% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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