+625.8%
NTAP vs SCCO
+1,104.1%
-478.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.9% | +8.6% |
| 7D | +7.4% | -2.7% | +10.0% | +8.2% |
| 30D | -1.4% | -0.7% | -0.7% | -1.8% |
| 3M | +24.6% | +8.1% | +16.5% | +20.0% |
| 6M | +105.9% | +4.1% | +101.8% | +97.5% |
| YTD | +88.5% | +41.1% | +47.4% | +57.6% |
| 1Y | +62.1% | +95.6% | -33.5% | +18.7% |
| 3Y | +169.1% | +179.3% | -10.2% | +63.1% |
| 5Y | +141.9% | +308.3% | -166.4% | +18.9% |
| All | +625.8% | +1,104.1% | -478.3% | +127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling