+478.8%
NTAP vs SFM
+39.6%
+439.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -7.8% | -6.9% | -0.9% | -6.8% |
| 30D | -25.8% | -25.0% | -0.8% | -23.1% |
| 3M | -11.2% | -42.7% | +31.5% | -4.4% |
| 6M | +49.9% | -41.0% | +90.9% | +59.7% |
| YTD | +66.9% | -38.7% | +105.5% | +75.7% |
| 1Y | +58.8% | -38.1% | +97.0% | +66.8% |
| 3Y | +140.8% | +19.3% | +121.5% | +116.7% |
| 5Y | +115.0% | +103.1% | +11.9% | +69.3% |
| 10Y | +570.8% | +131.1% | +439.7% | +391.4% |
| All | +478.8% | +39.6% | +439.1% | +350.7% |
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 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