+2,550.2%
SNPS vs NTAP
+23,159.9%
-20,609.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.6% |
| 7D | -0.2% | -2.4% | +2.2% | +0.4% |
| 30D | -8.0% | -23.4% | +15.4% | -1.7% |
| 3M | +12.5% | -7.5% | +20.0% | +14.2% |
| 6M | -10.5% | +56.4% | -66.8% | -21.6% |
| YTD | -1.6% | +73.6% | -75.2% | -16.3% |
| 1Y | +16.8% | +68.4% | -51.6% | +0.1% |
| 3Y | -10.9% | +150.6% | -161.5% | -31.5% |
| 5Y | +35.8% | +122.5% | -86.7% | +7.4% |
| 10Y | +675.0% | +589.7% | +85.3% | +347.0% |
| All | +2,550.2% | +23,159.9% | -20,609.8% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling