+143.0%
NTAP vs S
-49.1%
+192.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -7.8% | +1.4% | -9.1% | -7.9% |
| 30D | -25.8% | -10.8% | -15.0% | -24.3% |
| 3M | -11.2% | +5.4% | -16.6% | -12.5% |
| 6M | +49.9% | +41.2% | +8.7% | +39.7% |
| YTD | +66.9% | +56.2% | +10.7% | +52.0% |
| 1Y | +58.8% | +36.3% | +22.5% | +47.7% |
| 3Y | +140.8% | +49.4% | +91.4% | +115.6% |
| 5Y | +115.0% | -66.9% | +181.9% | +109.5% |
| All | +143.0% | -49.1% | +192.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling