+135.6%
NTAP vs SN
+397.9%
-262.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.7% |
| 7D | -15.1% | +7.2% | -22.2% | -16.5% |
| 30D | -28.1% | +20.4% | -48.5% | -31.3% |
| 3M | -11.4% | +23.9% | -35.4% | -16.3% |
| 6M | +52.2% | +93.0% | -40.8% | +27.5% |
| YTD | +60.4% | +99.2% | -38.8% | +32.1% |
| 1Y | +51.0% | +142.6% | -91.6% | +17.2% |
| 3Y | +135.6% | +398.8% | -263.2% | +68.9% |
| All | +135.6% | +397.9% | -262.4% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling