+2,158.6%
SNPS vs NTAP
+23,420.6%
-21,262.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -11.0% | -0.8% | -10.3% | -10.8% |
| 30D | -1.7% | -0.5% | -1.2% | -1.8% |
| 3M | -20.4% | +4.1% | -24.4% | -21.5% |
| 6M | -8.6% | +88.0% | -96.6% | -23.4% |
| YTD | -16.2% | +75.6% | -91.7% | -28.6% |
| 1Y | -34.6% | +58.9% | -93.5% | -42.9% |
| 3Y | -14.5% | +153.6% | -168.0% | -34.2% |
| 5Y | +17.0% | +127.6% | -110.7% | -7.7% |
| 10Y | +560.0% | +580.4% | -20.3% | +282.8% |
| All | +2,158.6% | +23,420.6% | -21,262.0% | +246.8% |
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