+684.5%
SNPS vs NTAP
+575.4%
+109.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | -7.8% | +7.1% | +2.5% |
| 30D | -9.8% | -25.8% | +16.0% | +1.0% |
| 3M | +11.7% | -11.2% | +23.0% | +16.2% |
| 6M | -10.9% | +49.9% | -60.9% | -27.0% |
| YTD | -2.1% | +66.9% | -68.9% | -23.7% |
| 1Y | +14.8% | +58.8% | -44.1% | -8.8% |
| 3Y | -11.3% | +140.8% | -152.2% | -41.7% |
| 5Y | +36.2% | +115.0% | -78.8% | -7.7% |
| 10Y | +684.5% | +570.8% | +113.7% | +223.1% |
| All | +684.5% | +575.4% | +109.1% | +223.1% |
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 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