+136.7%
NTAP vs SBAC
-43.9%
+180.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.3% | -0.1% | +3.3% | +3.3% |
| 30D | -0.2% | +3.2% | -3.4% | -0.7% |
| 3M | +11.4% | -5.1% | +16.4% | +12.0% |
| 6M | +88.7% | -2.1% | +90.8% | +87.8% |
| YTD | +78.9% | -0.5% | +79.4% | +77.4% |
| 1Y | +58.8% | +1.1% | +57.7% | +56.9% |
| 3Y | +153.5% | -7.4% | +161.0% | +149.1% |
| 5Y | +136.7% | -44.3% | +181.1% | +158.7% |
| All | +136.7% | -43.9% | +180.7% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling