+145.1%
NTAP vs SBAC
-8.2%
+153.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.1% |
| 7D | -5.0% | +3.0% | -7.9% | -5.0% |
| 30D | -25.8% | +4.3% | -30.1% | -25.8% |
| 3M | -6.9% | +4.1% | -11.0% | -6.9% |
| 6M | +50.0% | -11.6% | +61.6% | +50.1% |
| YTD | +66.9% | +0.4% | +66.6% | +66.0% |
| 1Y | +58.3% | -1.1% | +59.4% | +57.4% |
| 3Y | +145.1% | -7.3% | +152.4% | +143.9% |
| All | +145.1% | -8.2% | +153.3% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling