-16.5%
SOUN vs NTRA
+782.8%
-799.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -7.1% | +0.2% | -7.4% | -7.2% |
| 30D | -15.4% | +4.1% | -19.5% | -17.1% |
| 3M | -10.6% | +50.0% | -60.6% | -27.0% |
| 6M | -19.6% | +67.3% | -86.9% | -38.1% |
| YTD | -37.2% | +43.6% | -80.8% | -48.3% |
| 1Y | -57.1% | +89.2% | -146.3% | -68.8% |
| 3Y | +178.2% | +502.5% | -324.3% | +27.0% |
| All | -16.5% | +782.8% | -799.3% | -72.0% |
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