+19.5%
SNPS vs NTRA
+171.1%
-151.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -3.3% | +4.3% | -7.6% | -4.3% |
| 3M | -13.8% | +50.6% | -64.4% | -22.5% |
| 6M | -8.2% | +63.9% | -72.1% | -20.0% |
| YTD | -15.4% | +42.4% | -57.8% | -24.0% |
| 1Y | +2.4% | +92.1% | -89.7% | -14.6% |
| 3Y | -13.5% | +501.7% | -515.2% | -43.9% |
| 5Y | +19.5% | +171.4% | -152.0% | -13.8% |
| All | +19.5% | +171.1% | -151.6% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling