+30.5%
SNOW vs NTRA
+434.7%
-404.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.9% |
| 7D | +8.4% | +1.6% | +6.8% | +7.8% |
| 30D | -1.0% | +3.8% | -4.7% | -2.4% |
| 3M | +38.3% | +48.2% | -9.9% | +17.7% |
| 6M | +81.3% | +61.0% | +20.3% | +48.7% |
| YTD | +51.1% | +44.2% | +6.9% | +28.9% |
| 1Y | +47.0% | +87.3% | -40.3% | +13.3% |
| 3Y | +99.7% | +509.4% | -409.7% | -7.1% |
| 5Y | +3.6% | +175.1% | -171.5% | -41.5% |
| All | +30.5% | +434.7% | -404.1% | -49.4% |
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