+19,691.7%
NTAP vs SAN
+1,754.8%
+17,936.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -0.8% | +1.8% | -2.5% | -1.5% |
| 30D | -0.5% | +2.0% | -2.5% | -1.5% |
| 3M | +4.1% | +19.7% | -15.7% | -4.2% |
| 6M | +88.0% | +30.6% | +57.3% | +64.5% |
| YTD | +75.6% | +28.8% | +46.7% | +53.8% |
| 1Y | +58.9% | +57.8% | +1.1% | +26.9% |
| 3Y | +153.6% | +338.1% | -184.6% | +24.9% |
| 5Y | +127.6% | +384.2% | -256.6% | +2.3% |
| 10Y | +580.4% | +353.1% | +227.2% | +185.7% |
| All | +19,691.7% | +1,754.8% | +17,936.9% | +3,152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling