+2,422.3%
SAP vs NTAP
+22,264.5%
-19,842.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.6% |
| 7D | +1.6% | -5.0% | +6.6% | +2.8% |
| 30D | +10.5% | -25.8% | +36.3% | +19.1% |
| 3M | +15.2% | -6.9% | +22.1% | +15.8% |
| 6M | +36.7% | +50.0% | -13.3% | +18.5% |
| YTD | -0.6% | +66.9% | -67.5% | -16.8% |
| 1Y | -4.1% | +58.3% | -62.4% | -18.6% |
| 3Y | +73.2% | +145.1% | -71.9% | +27.0% |
| 5Y | +74.1% | +114.2% | -40.1% | +31.0% |
| 10Y | +222.9% | +576.6% | -353.6% | +66.5% |
| All | +2,422.3% | +22,264.5% | -19,842.2% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling