+97.0%
NTRA vs SN
+46.4%
+50.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +0.6% | -9.3% | +9.9% | +3.0% |
| 30D | +19.5% | -4.8% | +24.3% | +20.9% |
| 3M | +47.8% | +40.4% | +7.3% | +34.8% |
| 6M | +61.6% | +50.9% | +10.7% | +43.1% |
| YTD | +43.3% | +54.9% | -11.7% | +26.2% |
| 1Y | +97.0% | +43.0% | +54.0% | +82.2% |
| All | +97.0% | +46.4% | +50.7% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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