+12,928.1%
NTAP vs SCCO
+35,790.2%
-22,862.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.4% |
| 7D | +2.2% | +2.4% | -0.3% | +1.3% |
| 30D | -7.0% | +6.4% | -13.4% | -9.5% |
| 3M | +12.3% | +21.6% | -9.3% | +3.8% |
| 6M | +85.1% | +13.4% | +71.7% | +72.3% |
| YTD | +74.8% | +52.6% | +22.1% | +43.7% |
| 1Y | +52.7% | +122.4% | -69.7% | +9.1% |
| 3Y | +147.7% | +208.5% | -60.8% | +51.7% |
| 5Y | +124.8% | +353.9% | -229.1% | +15.6% |
| 10Y | +589.7% | +1,187.3% | -597.5% | +134.1% |
| All | +12,928.1% | +35,790.2% | -22,862.1% | +1,041.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling