+476.3%
NTAP vs SEI
+605.9%
-129.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.3% |
| 7D | +7.2% | +10.5% | -3.3% | +5.4% |
| 30D | -18.4% | -8.0% | -10.4% | -17.8% |
| 3M | -11.3% | +6.7% | -18.1% | -13.3% |
| 6M | +53.8% | -17.0% | +70.8% | +54.8% |
| YTD | +72.0% | +39.7% | +32.3% | +55.7% |
| 1Y | +68.0% | +43.2% | +24.9% | +50.9% |
| 3Y | +149.5% | +676.3% | -526.9% | +46.9% |
| 5Y | +125.6% | +891.0% | -765.4% | +16.4% |
| All | +476.3% | +605.9% | -129.7% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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