+2,092.0%
NTAP vs SBAC
+2,219.2%
-127.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | -5.0% | +3.0% | -7.9% | -5.6% |
| 30D | -25.8% | +4.3% | -30.1% | -26.6% |
| 3M | -6.9% | +4.1% | -11.0% | -8.1% |
| 6M | +50.0% | -11.6% | +61.6% | +53.1% |
| YTD | +66.9% | +0.4% | +66.6% | +64.1% |
| 1Y | +58.3% | -1.1% | +59.4% | +56.0% |
| 3Y | +145.1% | -7.3% | +152.4% | +140.4% |
| 5Y | +114.2% | -40.8% | +155.0% | +130.3% |
| 10Y | +576.6% | +103.0% | +473.6% | +433.5% |
| All | +2,092.0% | +2,219.2% | -127.3% | +899.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling