+572.1%
SNPS vs NTAP
+591.7%
-19.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -4.6% | -1.0% | -3.6% | -4.3% |
| 30D | -3.3% | -7.5% | +4.1% | -0.5% |
| 3M | -13.8% | +14.6% | -28.4% | -19.1% |
| 6M | -8.2% | +91.0% | -99.2% | -31.6% |
| YTD | -15.4% | +73.7% | -89.1% | -34.7% |
| 1Y | +2.4% | +51.2% | -48.8% | -16.2% |
| 3Y | -13.5% | +146.1% | -159.6% | -43.2% |
| 5Y | +19.5% | +122.8% | -103.4% | -19.7% |
| All | +572.1% | +591.7% | -19.6% | +188.7% |
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