-34.6%
SNPS vs NTRA
+96.0%
-130.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -11.0% | +0.6% | -11.6% | -11.2% |
| 30D | -1.7% | +19.5% | -21.2% | -6.5% |
| 3M | -20.4% | +47.8% | -68.1% | -29.5% |
| 6M | -8.6% | +61.6% | -70.3% | -24.0% |
| YTD | -16.2% | +43.3% | -59.4% | -26.5% |
| 1Y | -34.6% | +97.0% | -131.6% | -63.1% |
| All | -34.6% | +96.0% | -130.6% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling