+383.8%
SAN vs NTR
+45.0%
+338.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.2% |
| 7D | -2.8% | -2.5% | -0.3% | -2.3% |
| 30D | -0.5% | +17.0% | -17.6% | -3.8% |
| 3M | +22.7% | +22.2% | +0.6% | +17.3% |
| 6M | +28.8% | +5.2% | +23.6% | +26.2% |
| YTD | +26.3% | +29.7% | -3.4% | +16.5% |
| 1Y | +48.8% | +39.4% | +9.4% | +34.1% |
| 3Y | +347.2% | +38.2% | +309.0% | +297.4% |
| 5Y | +383.8% | +47.6% | +336.2% | +263.1% |
| All | +383.8% | +45.0% | +338.8% | +263.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling