+562.2%
NTAP vs SBAC
+114.8%
+447.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | +7.2% | +0.6% | +6.6% | +7.0% |
| 30D | -18.4% | +5.5% | -23.9% | -19.5% |
| 3M | -11.3% | +3.1% | -14.4% | -12.2% |
| 6M | +53.8% | -7.0% | +60.8% | +55.2% |
| YTD | +72.0% | +0.5% | +71.5% | +68.8% |
| 1Y | +68.0% | +0.2% | +67.8% | +65.0% |
| 3Y | +149.5% | -7.4% | +156.8% | +143.5% |
| 5Y | +125.6% | -39.7% | +165.3% | +149.7% |
| All | +562.2% | +114.8% | +447.4% | +372.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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