-20.4%
SAP vs NTAP
+61.9%
-82.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | -0.3% | +3.3% | -3.5% | -0.8% |
| 30D | +2.6% | -0.2% | +2.8% | +2.4% |
| 3M | +16.3% | +11.4% | +4.9% | +13.4% |
| 6M | +6.4% | +88.7% | -82.3% | -10.5% |
| YTD | -11.4% | +78.9% | -90.3% | -24.7% |
| 1Y | -20.4% | +58.8% | -79.2% | -28.1% |
| All | -20.4% | +61.9% | -82.4% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling