+176.2%
SAP vs NTAP
+583.2%
-407.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.3% |
| 7D | -0.3% | +3.3% | -3.5% | -1.2% |
| 30D | +2.6% | -0.2% | +2.8% | +2.4% |
| 3M | +16.3% | +11.4% | +4.9% | +11.6% |
| 6M | +6.4% | +88.7% | -82.3% | -15.0% |
| YTD | -11.4% | +78.9% | -90.3% | -28.3% |
| 1Y | -20.4% | +58.8% | -79.2% | -33.1% |
| 3Y | +56.5% | +153.5% | -97.0% | +9.0% |
| 5Y | +56.8% | +136.7% | -79.9% | +9.5% |
| 10Y | +176.2% | +590.2% | -414.0% | +39.6% |
| All | +176.2% | +583.2% | -407.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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