+68.1%
NTAP vs SN
+156.5%
-88.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.1% |
| 7D | -16.1% | +10.6% | -26.7% | -17.1% |
| 30D | -15.9% | +20.0% | -36.0% | -17.7% |
| 3M | -1.2% | +30.4% | -31.6% | -4.4% |
| 6M | +70.1% | +91.0% | -20.9% | +54.6% |
| YTD | +77.9% | +95.9% | -18.0% | +60.1% |
| 1Y | +68.1% | +158.9% | -90.8% | +42.9% |
| All | +68.1% | +156.5% | -88.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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