+557.4%
NTRA vs SN
+440.0%
+117.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.1% |
| 7D | +2.7% | +1.5% | +1.2% | +2.2% |
| 30D | -19.2% | +21.5% | -40.7% | -24.2% |
| 3M | +2.7% | +20.0% | -17.4% | -3.7% |
| 6M | +63.4% | +119.9% | -56.6% | +25.8% |
| YTD | +39.3% | +102.3% | -63.0% | +9.1% |
| 1Y | +59.0% | +148.0% | -89.0% | +16.4% |
| 3Y | +557.4% | +450.0% | +107.4% | +288.4% |
| All | +557.4% | +440.0% | +117.4% | +288.4% |
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