+18,710.3%
NTAP vs SAN
+1,479.8%
+17,230.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -7.8% | +10.8% | -18.5% | -11.9% |
| 30D | -25.8% | -5.7% | -20.1% | -24.1% |
| 3M | -11.2% | -13.4% | +2.2% | -6.0% |
| 6M | +49.9% | +3.5% | +46.4% | +45.8% |
| YTD | +66.9% | +9.7% | +57.1% | +56.0% |
| 1Y | +58.8% | +20.9% | +38.0% | +42.2% |
| 3Y | +140.8% | +254.3% | -113.5% | +30.0% |
| 5Y | +115.0% | +304.2% | -189.2% | +4.5% |
| 10Y | +570.8% | +260.2% | +310.6% | +210.9% |
| All | +18,710.3% | +1,479.8% | +17,230.5% | +3,198.0% |
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