-90.5%
SNAP vs NTAP
+124.7%
-215.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +2.1% |
| 7D | +6.0% | +7.2% | -1.2% | +2.1% |
| 30D | -13.8% | -18.4% | +4.6% | -4.2% |
| 3M | -0.8% | -11.3% | +10.6% | +4.4% |
| 6M | -6.2% | +53.8% | -60.0% | -31.8% |
| YTD | -34.8% | +72.0% | -106.8% | -56.7% |
| 1Y | -38.7% | +68.0% | -106.7% | -58.7% |
| 3Y | -53.5% | +149.5% | -202.9% | -80.2% |
| All | -90.5% | +124.7% | -215.2% | -95.8% |
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