+200.9%
SAN vs NTR
+97.9%
+102.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | +0.2% | -1.3% | +1.5% | +0.7% |
| 30D | +0.9% | +16.8% | -15.8% | -4.9% |
| 3M | +19.1% | +20.7% | -1.6% | +10.1% |
| 6M | +33.2% | +0.5% | +32.7% | +30.5% |
| YTD | +29.1% | +29.2% | -0.1% | +12.8% |
| 1Y | +50.2% | +39.6% | +10.7% | +26.2% |
| 3Y | +351.0% | +37.9% | +313.2% | +271.7% |
| 5Y | +394.7% | +47.1% | +347.6% | +244.2% |
| All | +200.9% | +97.9% | +102.9% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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