+169.1%
NTAP vs SNY
-9.6%
+178.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +7.4% | -3.3% | +10.7% | +7.5% |
| 30D | -1.4% | -2.2% | +0.8% | -1.3% |
| 3M | +24.6% | -3.0% | +27.6% | +24.7% |
| 6M | +105.9% | +2.7% | +103.2% | +104.9% |
| YTD | +88.5% | -6.8% | +95.4% | +89.1% |
| 1Y | +62.1% | -5.3% | +67.4% | +62.4% |
| 3Y | +169.1% | -9.8% | +178.8% | +172.6% |
| All | +169.1% | -9.6% | +178.7% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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