-24.8%
SNAP vs NTAP
+61.9%
-86.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +1.5% | +3.3% | -1.8% | +0.9% |
| 30D | +1.9% | -0.2% | +2.1% | +1.6% |
| 3M | -3.9% | +11.4% | -15.3% | -6.1% |
| 6M | +5.2% | +88.7% | -83.4% | -13.2% |
| YTD | -32.7% | +78.9% | -111.6% | -42.9% |
| 1Y | -24.8% | +58.8% | -83.6% | -28.6% |
| All | -24.8% | +61.9% | -86.7% | -28.6% |
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