-92.8%
SNAP vs NTAP
+128.6%
-221.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +0.7% | -0.8% | +1.5% | +1.1% |
| 30D | +2.6% | -0.5% | +3.2% | +2.1% |
| 3M | -9.9% | +4.1% | -14.0% | -12.9% |
| 6M | +1.9% | +88.0% | -86.1% | -35.0% |
| YTD | -32.2% | +75.6% | -107.8% | -55.0% |
| 1Y | -22.8% | +58.9% | -81.8% | -45.3% |
| 3Y | -47.6% | +153.6% | -201.2% | -77.5% |
| All | -92.8% | +128.6% | -221.5% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling