+94.8%
SNOW vs NTAP
+146.1%
-51.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.2% |
| 7D | +8.4% | +2.2% | +6.2% | +7.5% |
| 30D | -1.0% | -7.0% | +6.1% | +2.1% |
| 3M | +38.3% | +12.3% | +26.0% | +30.5% |
| 6M | +81.3% | +85.1% | -3.8% | +32.7% |
| YTD | +51.1% | +74.8% | -23.7% | +13.3% |
| 1Y | +47.0% | +52.7% | -5.7% | +17.3% |
| All | +94.8% | +146.1% | -51.3% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling