+130.5%
NTAP vs SN
+659.6%
-529.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.6% |
| 7D | -15.1% | +7.2% | -22.2% | -16.2% |
| 30D | -28.1% | +20.4% | -48.5% | -30.7% |
| 3M | -11.4% | +23.9% | -35.4% | -15.3% |
| 6M | +52.2% | +93.0% | -40.8% | +32.1% |
| YTD | +60.4% | +99.2% | -38.8% | +37.4% |
| 1Y | +51.0% | +142.6% | -91.6% | +23.8% |
| 3Y | +135.6% | +398.8% | -263.2% | +83.0% |
| All | +130.5% | +659.6% | -529.1% | +79.3% |
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