+570.8%
NTAP vs SBAC
+103.9%
+466.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -7.8% | +3.6% | -11.4% | -8.5% |
| 30D | -25.8% | +4.9% | -30.7% | -26.7% |
| 3M | -11.2% | +6.5% | -17.7% | -12.7% |
| 6M | +49.9% | -11.1% | +61.1% | +53.1% |
| YTD | +66.9% | +0.9% | +65.9% | +63.7% |
| 1Y | +58.8% | -1.6% | +60.4% | +56.8% |
| 3Y | +140.8% | -7.0% | +147.8% | +135.0% |
| 5Y | +115.0% | -39.2% | +154.2% | +137.4% |
| 10Y | +570.8% | +111.4% | +459.4% | +408.8% |
| All | +570.8% | +103.9% | +466.9% | +408.8% |
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