+52.7%
NTAP vs SFM
-47.5%
+100.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -2.3% |
| 7D | +2.2% | -7.2% | +9.4% | +2.3% |
| 30D | -7.0% | -14.3% | +7.3% | -6.8% |
| 3M | +12.3% | -13.7% | +26.0% | +12.3% |
| 6M | +85.1% | -6.0% | +91.1% | +83.3% |
| YTD | +74.8% | -8.2% | +83.0% | +73.7% |
| 1Y | +52.7% | -46.2% | +98.9% | +51.3% |
| All | +52.7% | -47.5% | +100.2% | +51.3% |
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