+589.7%
NTAP vs SFM
+280.6%
+309.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.7% |
| 7D | +2.2% | -7.2% | +9.4% | +3.4% |
| 30D | -7.0% | -14.3% | +7.3% | -4.8% |
| 3M | +12.3% | -13.7% | +26.0% | +14.4% |
| 6M | +85.1% | -6.0% | +91.1% | +84.5% |
| YTD | +74.8% | -8.2% | +83.0% | +74.6% |
| 1Y | +52.7% | -46.2% | +98.9% | +66.8% |
| 3Y | +147.7% | +83.6% | +64.1% | +106.7% |
| 5Y | +124.8% | +212.7% | -87.9% | +61.0% |
| 10Y | +589.7% | +273.0% | +316.7% | +342.4% |
| All | +589.7% | +280.6% | +309.1% | +342.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling