+589.7%
NTAP vs SBAC
+78.4%
+511.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | -7.0% | +3.9% | -10.9% | -7.9% |
| 3M | +12.3% | -8.2% | +20.5% | +14.2% |
| 6M | +85.1% | -2.8% | +87.9% | +84.0% |
| YTD | +74.8% | -1.5% | +76.3% | +72.8% |
| 1Y | +52.7% | 0.0% | +52.7% | +50.1% |
| 3Y | +147.7% | -8.4% | +156.0% | +142.2% |
| 5Y | +124.8% | -43.5% | +168.3% | +154.2% |
| 10Y | +589.7% | +86.9% | +502.8% | +426.5% |
| All | +589.7% | +78.4% | +511.3% | +426.5% |
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