+572.5%
SNPS vs NTRA
+3,199.2%
-2,626.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -3.6% | +4.1% | -7.7% | -4.4% |
| 3M | -12.9% | +50.0% | -62.9% | -20.5% |
| 6M | -8.2% | +67.3% | -75.5% | -18.7% |
| YTD | -15.4% | +43.6% | -59.0% | -22.9% |
| 1Y | -9.3% | +89.2% | -98.5% | -22.0% |
| 3Y | -14.0% | +502.5% | -516.5% | -41.5% |
| 5Y | +19.5% | +173.8% | -154.2% | -13.3% |
| All | +572.5% | +3,199.2% | -2,626.7% | +232.9% |
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