+633.7%
NTAP vs SCHG
+1,121.7%
-488.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -1.0% | -2.7% | +1.8% | +1.7% |
| 30D | -7.5% | -2.2% | -5.3% | -5.5% |
| 3M | +14.6% | +6.2% | +8.5% | +8.1% |
| 6M | +91.0% | +13.4% | +77.6% | +68.6% |
| YTD | +73.7% | +7.1% | +66.6% | +62.3% |
| 1Y | +51.2% | +12.5% | +38.7% | +34.7% |
| 3Y | +146.1% | +86.2% | +59.9% | +34.5% |
| 5Y | +122.8% | +83.9% | +38.9% | +19.4% |
| 10Y | +585.5% | +451.3% | +134.2% | +5.2% |
| All | +633.7% | +1,121.7% | -488.0% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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