-78.5%
SNAP vs NTRA
+3,162.7%
-3,241.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +6.0% | +2.7% | +3.3% | +5.2% |
| 30D | -13.8% | -19.2% | +5.4% | -8.4% |
| 3M | -0.8% | +2.7% | -3.4% | -2.3% |
| 6M | -6.2% | +63.4% | -69.6% | -21.0% |
| YTD | -34.8% | +39.3% | -74.1% | -42.8% |
| 1Y | -38.7% | +59.0% | -97.7% | -48.4% |
| 3Y | -53.5% | +557.4% | -610.8% | -74.8% |
| 5Y | -90.2% | +177.4% | -267.6% | -93.9% |
| All | -78.5% | +3,162.7% | -3,241.2% | -91.7% |
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 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