+75.1%
SAP vs NTAP
+135.3%
-60.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -0.7% | -15.1% | +14.4% | +2.3% |
| 30D | +11.1% | -28.1% | +39.2% | +18.1% |
| 3M | +17.0% | -11.4% | +28.5% | +18.2% |
| 6M | +34.8% | +52.2% | -17.4% | +16.7% |
| YTD | -2.2% | +60.4% | -62.6% | -17.1% |
| 1Y | -6.4% | +51.0% | -57.4% | -19.3% |
| 3Y | +75.1% | +135.6% | -60.4% | +37.0% |
| All | +75.1% | +135.3% | -60.1% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling