-95.5%
SNDQ vs NTAP
+68.0%
-163.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.6% | +7.4% |
| 7D | -20.4% | -1.0% | -19.4% | -21.1% |
| 30D | -54.5% | -7.5% | -47.0% | -57.2% |
| 3M | -79.1% | +14.6% | -93.7% | -75.2% |
| All | -95.5% | +68.0% | -163.5% | -89.1% |
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 · Available span rolling