+505.1%
NTRA vs SN
+368.4%
+136.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.0% |
| 7D | +1.6% | -3.4% | +5.0% | +2.7% |
| 30D | +3.8% | -9.1% | +12.8% | +6.6% |
| 3M | +48.2% | +31.8% | +16.5% | +34.8% |
| 6M | +61.0% | +52.0% | +8.9% | +39.1% |
| YTD | +44.2% | +51.3% | -7.1% | +24.2% |
| 1Y | +87.3% | +46.9% | +40.4% | +62.2% |
| All | +505.1% | +368.4% | +136.6% | +255.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling