-95.2%
SNDQ vs NTAP
+82.3%
-177.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.5% | -1.7% | +14.0% |
| 7D | +11.6% | +7.4% | +4.3% | +17.9% |
| 30D | -45.1% | -1.4% | -43.7% | -45.9% |
| 3M | -68.6% | +24.6% | -93.2% | -60.3% |
| All | -95.2% | +82.3% | -177.5% | -87.6% |
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 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 · Available span rolling