+157.1%
NTAP vs SN
+496.6%
-339.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | +3.3% | +0.1% | +3.1% | +3.2% |
| 30D | -0.2% | -5.6% | +5.4% | +0.9% |
| 3M | +11.4% | +48.1% | -36.7% | +2.1% |
| 6M | +88.7% | +57.6% | +31.0% | +69.9% |
| YTD | +78.9% | +56.5% | +22.4% | +61.0% |
| 1Y | +58.8% | +52.6% | +6.3% | +43.1% |
| 3Y | +153.5% | +412.0% | -258.4% | +107.4% |
| All | +157.1% | +496.6% | -339.6% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling