+136.7%
NTAP vs SFM
+219.5%
-82.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.5% |
| 7D | +3.3% | -5.8% | +9.1% | +3.8% |
| 30D | -0.2% | -11.4% | +11.1% | +0.9% |
| 3M | +11.4% | -12.2% | +23.6% | +12.4% |
| 6M | +88.7% | -5.2% | +93.8% | +87.9% |
| YTD | +78.9% | -4.5% | +83.4% | +77.9% |
| 1Y | +58.8% | -45.4% | +104.2% | +68.6% |
| 3Y | +153.5% | +91.1% | +62.5% | +126.1% |
| 5Y | +136.7% | +226.8% | -90.1% | +104.6% |
| All | +136.7% | +219.5% | -82.8% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling