+135.6%
NTAP vs S
+34.5%
+101.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | -15.1% | -13.4% | -1.6% | -12.1% |
| 30D | -28.1% | -14.0% | -14.1% | -25.5% |
| 3M | -11.4% | +4.9% | -16.3% | -12.8% |
| 6M | +52.2% | +42.0% | +10.2% | +38.5% |
| YTD | +60.4% | +45.1% | +15.3% | +44.0% |
| 1Y | +51.0% | +33.1% | +17.9% | +37.7% |
| 3Y | +135.6% | +40.6% | +94.9% | +73.5% |
| All | +135.6% | +34.5% | +101.1% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling