+143.1%
NTAP vs S
-48.9%
+192.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.0% | -4.0% | +2.6% |
| 7D | -5.0% | +1.6% | -6.5% | -5.2% |
| 30D | -25.8% | -10.5% | -15.3% | -24.3% |
| 3M | -6.9% | +9.9% | -16.8% | -8.9% |
| 6M | +50.0% | +41.8% | +8.2% | +39.7% |
| YTD | +66.9% | +56.8% | +10.1% | +51.9% |
| 1Y | +58.3% | +39.0% | +19.2% | +46.6% |
| 3Y | +145.1% | +53.8% | +91.3% | +118.5% |
| 5Y | +114.2% | -68.6% | +182.8% | +109.2% |
| All | +143.1% | -48.9% | +192.0% | +130.5% |
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