-79.7%
SNAP vs NTAP
+397.6%
-477.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -7.1% | -15.1% | +7.9% | -0.6% |
| 30D | -14.6% | -28.1% | +13.4% | -2.3% |
| 3M | -5.0% | -11.4% | +6.5% | -1.1% |
| 6M | -18.8% | +52.2% | -71.0% | -34.8% |
| YTD | -38.5% | +60.4% | -99.0% | -52.2% |
| 1Y | -38.1% | +51.0% | -89.1% | -50.6% |
| 3Y | -53.8% | +135.6% | -189.3% | -70.8% |
| 5Y | -90.7% | +107.5% | -198.2% | -93.8% |
| All | -79.7% | +397.6% | -477.4% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling