-39.0%
SNAP vs NTAP
+66.4%
-105.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +5.9% |
| 7D | -9.8% | -2.4% | -7.4% | -9.1% |
| 30D | -18.2% | -23.4% | +5.2% | -14.2% |
| 3M | -3.1% | -7.5% | +4.4% | -1.1% |
| 6M | -7.1% | +56.4% | -63.5% | -14.7% |
| YTD | -33.8% | +73.6% | -107.5% | -41.4% |
| 1Y | -39.0% | +68.4% | -107.4% | -45.3% |
| All | -39.0% | +66.4% | -105.4% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling