+13.3%
SNOW vs NTAP
+65.9%
-52.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -1.6% |
| 7D | +5.5% | +7.2% | -1.7% | +2.6% |
| 30D | -13.2% | -18.4% | +5.2% | -6.2% |
| 3M | -13.7% | -11.3% | -2.4% | -9.6% |
| 6M | +91.0% | +53.8% | +37.2% | +60.3% |
| YTD | +32.7% | +72.0% | -39.3% | +2.2% |
| 1Y | +13.3% | +68.0% | -54.8% | -12.8% |
| All | +13.3% | +65.9% | -52.6% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling