+70.8%
SAP vs NTAP
+106.9%
-36.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -0.7% | -15.1% | +14.4% | +3.2% |
| 30D | +11.1% | -28.1% | +39.2% | +20.2% |
| 3M | +17.0% | -11.4% | +28.5% | +18.7% |
| 6M | +34.8% | +52.2% | -17.4% | +13.7% |
| YTD | -2.2% | +60.4% | -62.6% | -19.5% |
| 1Y | -6.4% | +51.0% | -57.4% | -21.5% |
| 3Y | +75.1% | +135.6% | -60.4% | +19.7% |
| All | +70.8% | +106.9% | -36.1% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling