+621.2%
NTRA vs SN
+453.9%
+167.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.3% |
| 7D | -0.5% | -7.2% | +6.7% | +1.3% |
| 30D | +4.3% | -13.4% | +17.7% | +7.8% |
| 3M | +50.6% | +26.8% | +23.8% | +41.4% |
| 6M | +63.9% | +44.6% | +19.3% | +48.5% |
| YTD | +42.4% | +45.3% | -2.9% | +28.4% |
| 1Y | +92.1% | +40.1% | +52.0% | +74.1% |
| 3Y | +501.7% | +375.3% | +126.5% | +390.9% |
| All | +621.2% | +453.9% | +167.3% | +476.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling