+14.6%
SNOW vs NTAP
+360.5%
-345.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -1.2% |
| 7D | +5.5% | +7.2% | -1.7% | +1.7% |
| 30D | -13.2% | -18.4% | +5.2% | -3.4% |
| 3M | -13.7% | -11.3% | -2.4% | -8.7% |
| 6M | +91.0% | +53.8% | +37.2% | +46.2% |
| YTD | +32.7% | +72.0% | -39.3% | -5.4% |
| 1Y | +13.3% | +68.0% | -54.8% | -18.5% |
| 3Y | +83.4% | +149.5% | -66.1% | -1.8% |
| 5Y | -24.7% | +125.6% | -150.3% | -59.0% |
| All | +14.6% | +360.5% | -345.9% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling