+152.2%
NTAP vs SN
+490.7%
-338.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -0.8% | -9.3% | +8.6% | +1.1% |
| 30D | -0.5% | -4.8% | +4.3% | +0.3% |
| 3M | +4.1% | +40.4% | -36.4% | -3.5% |
| 6M | +88.0% | +50.9% | +37.0% | +70.8% |
| YTD | +75.6% | +54.9% | +20.6% | +58.3% |
| 1Y | +58.9% | +43.0% | +15.9% | +45.2% |
| 3Y | +153.6% | +391.8% | -238.3% | +107.8% |
| All | +152.2% | +490.7% | -338.4% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling