-34.9%
SNPS vs NTAP
+54.6%
-89.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | -5.5% | +2.2% | -7.7% | -6.0% |
| 30D | -4.5% | -7.0% | +2.6% | -2.8% |
| 3M | -15.5% | +12.3% | -27.8% | -18.6% |
| 6M | -10.1% | +85.1% | -95.2% | -31.9% |
| YTD | -16.3% | +74.8% | -91.1% | -35.0% |
| 1Y | -34.9% | +52.7% | -87.6% | -42.6% |
| All | -34.9% | +54.6% | -89.5% | -42.6% |
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