+2,185.2%
SAP vs NTAP
+23,420.6%
-21,235.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | +9.0% | -0.5% | +9.6% | +8.9% |
| 3M | +14.9% | +4.1% | +10.9% | +12.9% |
| 6M | +11.9% | +88.0% | -76.1% | -7.9% |
| YTD | -9.9% | +75.6% | -85.5% | -24.7% |
| 1Y | -19.5% | +58.9% | -78.5% | -30.9% |
| 3Y | +61.8% | +153.6% | -91.8% | +18.9% |
| 5Y | +56.2% | +127.6% | -71.5% | +16.9% |
| 10Y | +180.6% | +580.4% | -399.8% | +46.0% |
| All | +2,185.2% | +23,420.6% | -21,235.4% | +355.9% |
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