+150.5%
NTAP vs S
-51.7%
+202.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +7.2% | +2.0% | +5.2% | +6.8% |
| 30D | -18.4% | -2.7% | -15.7% | -17.9% |
| 3M | -11.3% | -6.9% | -4.4% | -10.7% |
| 6M | +53.8% | +38.1% | +15.7% | +43.8% |
| YTD | +72.0% | +48.0% | +24.0% | +58.0% |
| 1Y | +68.0% | +34.5% | +33.6% | +56.5% |
| 3Y | +149.5% | +38.3% | +111.2% | +126.1% |
| 5Y | +125.6% | -70.9% | +196.5% | +122.7% |
| All | +150.5% | -51.7% | +202.2% | +139.8% |
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