+509.0%
NTAP vs SFM
+132.6%
+376.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.3% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.5% | -4.4% | +3.8% | 0.0% |
| 3M | +4.1% | +1.5% | +2.6% | +3.3% |
| 6M | +88.0% | +6.5% | +81.5% | +83.7% |
| YTD | +75.6% | +2.2% | +73.4% | +72.6% |
| 1Y | +58.9% | -41.9% | +100.8% | +70.8% |
| 3Y | +153.6% | +106.8% | +46.8% | +111.3% |
| 5Y | +127.6% | +231.6% | -103.9% | +67.9% |
| 10Y | +580.4% | +258.4% | +321.9% | +368.3% |
| All | +509.0% | +132.6% | +376.4% | +343.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling