-14.6%
SNPS vs NTAP
+153.4%
-168.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.2% |
| 7D | -5.5% | +3.3% | -8.8% | -6.7% |
| 30D | -5.8% | -0.2% | -5.6% | -5.9% |
| 3M | -17.2% | +11.4% | -28.6% | -21.2% |
| 6M | -10.4% | +88.7% | -99.1% | -34.3% |
| YTD | -16.5% | +78.9% | -95.5% | -37.5% |
| 1Y | -35.6% | +58.8% | -94.5% | -48.9% |
| 3Y | -14.6% | +153.5% | -168.2% | -43.4% |
| All | -14.6% | +153.4% | -168.1% | -43.4% |
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