+3,059.8%
NTRA vs SNY
+64.5%
+2,995.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +0.2% | -3.3% | +3.6% | +1.6% |
| 30D | +4.1% | -2.2% | +6.3% | +5.0% |
| 3M | +50.0% | -3.0% | +53.1% | +51.4% |
| 6M | +67.3% | +2.7% | +64.6% | +64.9% |
| YTD | +43.6% | -6.8% | +50.4% | +47.1% |
| 1Y | +89.2% | -5.3% | +94.5% | +91.4% |
| 3Y | +502.5% | -9.8% | +512.3% | +498.1% |
| 5Y | +173.8% | +9.7% | +164.1% | +134.7% |
| All | +3,059.8% | +64.5% | +2,995.2% | +2,245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling