+66.7%
SNXX vs NTAP
+90.0%
-23.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.6% | -14.1% | -14.4% |
| 7D | -47.8% | -16.1% | -31.7% | -39.0% |
| 30D | -66.0% | -15.9% | -50.1% | -60.1% |
| 3M | -57.5% | -1.2% | -56.2% | -54.3% |
| 6M | -66.7% | +70.1% | -136.8% | -66.6% |
| All | +66.7% | +90.0% | -23.3% | +82.1% |
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 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