+149.4%
NTAP vs SN
+673.1%
-523.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | -2.4% | +3.5% | -5.9% | -3.0% |
| 30D | -23.4% | +19.4% | -42.9% | -26.1% |
| 3M | -7.5% | +20.9% | -28.4% | -11.1% |
| 6M | +56.4% | +111.1% | -54.8% | +33.3% |
| YTD | +73.6% | +102.8% | -29.2% | +48.3% |
| 1Y | +68.4% | +146.2% | -77.8% | +37.7% |
| 3Y | +150.6% | +441.4% | -290.8% | +94.0% |
| All | +149.4% | +673.1% | -523.7% | +93.4% |
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