+105.6%
NTAP vs SAN
+267.8%
-162.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -15.1% | +4.9% | -20.0% | -16.5% |
| 30D | -28.1% | -13.0% | -15.1% | -24.9% |
| 3M | -11.4% | -18.9% | +7.4% | -5.7% |
| 6M | +52.2% | -4.1% | +56.4% | +53.1% |
| YTD | +60.4% | +2.6% | +57.8% | +56.2% |
| 1Y | +51.0% | +16.9% | +34.1% | +40.4% |
| 3Y | +135.6% | +239.1% | -103.5% | +49.9% |
| All | +105.6% | +267.8% | -162.2% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling