+3,059.8%
NTRA vs SSNC
+173.6%
+2,886.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | -0.4% |
| 7D | +0.2% | -4.0% | +4.3% | +3.1% |
| 30D | +4.1% | +0.5% | +3.6% | +3.5% |
| 3M | +50.0% | +18.9% | +31.1% | +29.7% |
| 6M | +67.3% | +10.8% | +56.5% | +52.6% |
| YTD | +43.6% | -7.1% | +50.7% | +47.7% |
| 1Y | +89.2% | -9.6% | +98.9% | +97.5% |
| 3Y | +502.5% | +51.1% | +451.5% | +315.8% |
| 5Y | +173.8% | +19.7% | +154.1% | +123.9% |
| All | +3,059.8% | +173.6% | +2,886.2% | +1,624.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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