+341.1%
SAN vs NTR
+37.3%
+303.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | 0.0% |
| 7D | -2.8% | -2.5% | -0.3% | -2.4% |
| 30D | -0.5% | +17.0% | -17.6% | -2.8% |
| 3M | +22.7% | +22.2% | +0.6% | +18.8% |
| 6M | +28.8% | +5.2% | +23.6% | +27.0% |
| YTD | +26.3% | +29.7% | -3.4% | +16.9% |
| 1Y | +48.8% | +39.4% | +9.4% | +34.2% |
| All | +341.1% | +37.3% | +303.8% | +291.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling