+68.1%
NTAP vs SCCO
+43.0%
+25.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.8% |
| 7D | -16.1% | -7.9% | -8.2% | -15.3% |
| 30D | -15.9% | -13.0% | -2.9% | -14.8% |
| 3M | -1.2% | -6.9% | +5.6% | -0.5% |
| 6M | +70.1% | +11.0% | +59.1% | +69.4% |
| YTD | +77.9% | +30.3% | +47.7% | +59.1% |
| 1Y | +68.1% | +45.0% | +23.1% | +42.7% |
| All | +68.1% | +43.0% | +25.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling