-77.8%
SNAP vs NTAP
+455.0%
-532.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.5% |
| 7D | +1.5% | +3.3% | -1.8% | +0.1% |
| 30D | +1.9% | -0.2% | +2.1% | +1.4% |
| 3M | -3.9% | +11.4% | -15.3% | -8.9% |
| 6M | +5.2% | +88.7% | -83.4% | -23.0% |
| YTD | -32.7% | +78.9% | -111.6% | -49.8% |
| 1Y | -24.8% | +58.8% | -83.6% | -40.8% |
| 3Y | -42.2% | +153.5% | -195.7% | -64.3% |
| 5Y | -92.7% | +136.7% | -229.4% | -95.4% |
| All | -77.8% | +455.0% | -532.8% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling