+68.1%
NTAP vs SFM
-35.8%
+104.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.3% | -1.4% |
| 7D | -16.1% | -12.3% | -3.8% | -15.6% |
| 30D | -15.9% | -16.2% | +0.3% | -15.6% |
| 3M | -1.2% | -36.8% | +35.6% | -0.9% |
| 6M | +70.1% | -32.6% | +102.6% | +68.6% |
| YTD | +77.9% | -31.7% | +109.7% | +79.3% |
| 1Y | +68.1% | -35.0% | +103.1% | +69.7% |
| All | +68.1% | -35.8% | +104.0% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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