+171.3%
SAP vs NTRA
+3,171.2%
-2,999.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.4% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | -1.8% | +4.3% | -6.1% | -2.3% |
| 3M | +20.9% | +50.6% | -29.7% | +14.8% |
| 6M | +7.0% | +63.9% | -56.9% | +0.2% |
| YTD | -13.7% | +42.4% | -56.1% | -18.0% |
| 1Y | -19.6% | +92.1% | -111.7% | -26.3% |
| 3Y | +52.4% | +501.7% | -449.3% | +21.3% |
| 5Y | +54.4% | +171.4% | -117.0% | +27.2% |
| All | +171.3% | +3,171.2% | -2,999.9% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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