+562.2%
NTAP vs SAN
+270.1%
+292.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | +7.2% | +4.0% | +3.2% | +5.6% |
| 30D | -18.4% | -7.8% | -10.6% | -16.2% |
| 3M | -11.3% | -16.4% | +5.0% | -5.8% |
| 6M | +53.8% | +3.5% | +50.2% | +50.2% |
| YTD | +72.0% | +6.7% | +65.3% | +64.3% |
| 1Y | +68.0% | +14.5% | +53.5% | +56.2% |
| 3Y | +149.5% | +243.5% | -94.0% | +49.5% |
| 5Y | +125.6% | +296.2% | -170.6% | +23.2% |
| All | +562.2% | +270.1% | +292.1% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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