+160.6%
NTAP vs S
-57.8%
+218.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.3% |
| 7D | +3.3% | -5.8% | +9.1% | +4.3% |
| 30D | -0.2% | -9.2% | +9.0% | +1.2% |
| 3M | +11.4% | +23.4% | -12.0% | +7.1% |
| 6M | +88.7% | +36.9% | +51.7% | +76.6% |
| YTD | +78.9% | +29.5% | +49.4% | +68.8% |
| 1Y | +58.8% | +5.4% | +53.4% | +54.6% |
| 3Y | +153.5% | +14.7% | +138.8% | +137.3% |
| 5Y | +136.7% | -71.5% | +208.3% | +138.5% |
| All | +160.6% | -57.8% | +218.3% | +156.1% |
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