+52.7%
NTAP vs SAN
+53.7%
-1.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -7.0% | -0.1% | -7.0% | -7.0% |
| 3M | +12.3% | +19.6% | -7.3% | +8.5% |
| 6M | +85.1% | +32.7% | +52.4% | +73.1% |
| YTD | +74.8% | +26.7% | +48.1% | +65.1% |
| 1Y | +52.7% | +51.6% | +1.0% | +36.9% |
| All | +52.7% | +53.7% | -1.0% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling