+147.1%
NTAP vs SN
+671.3%
-524.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.4% | -3.1% |
| 7D | +7.2% | +1.5% | +5.7% | +6.9% |
| 30D | -18.4% | +21.5% | -39.9% | -21.5% |
| 3M | -11.3% | +20.0% | -31.4% | -14.7% |
| 6M | +53.8% | +119.9% | -66.2% | +30.0% |
| YTD | +72.0% | +102.3% | -30.3% | +46.9% |
| 1Y | +68.0% | +148.0% | -80.0% | +37.1% |
| 3Y | +149.5% | +450.0% | -300.5% | +93.1% |
| All | +147.1% | +671.3% | -524.2% | +91.6% |
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