+198.9%
SAN vs NTR
+103.6%
+95.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | +3.3% | +3.8% | -0.5% | +1.9% |
| 30D | +1.1% | +25.2% | -24.2% | -7.3% |
| 3M | +22.2% | +21.0% | +1.2% | +12.9% |
| 6M | +36.0% | +7.6% | +28.4% | +29.7% |
| YTD | +28.2% | +32.9% | -4.6% | +10.9% |
| 1Y | +54.1% | +43.1% | +11.1% | +28.3% |
| 3Y | +354.2% | +41.6% | +312.7% | +270.7% |
| 5Y | +387.3% | +54.8% | +332.5% | +230.7% |
| All | +198.9% | +103.6% | +95.3% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling