+263.5%
SAP vs NTRA
+1,723.2%
-1,459.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +9.0% | +19.5% | -10.5% | +6.8% |
| 3M | +14.9% | +47.8% | -32.8% | +9.9% |
| 6M | +11.9% | +61.6% | -49.7% | +5.6% |
| YTD | -9.9% | +43.3% | -53.2% | -14.0% |
| 1Y | -19.5% | +97.0% | -116.6% | -25.8% |
| 3Y | +61.8% | +424.9% | -363.1% | +33.6% |
| 5Y | +56.2% | +165.2% | -109.0% | +31.2% |
| 10Y | +180.6% | +3,114.3% | -2,933.7% | +94.9% |
| All | +263.5% | +1,723.2% | -1,459.7% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling