+68.1%
NTAP vs SGI
-10.7%
+78.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.5% | -1.7% |
| 7D | -16.1% | +12.1% | -28.1% | -16.3% |
| 30D | -15.9% | +12.1% | -28.0% | -16.2% |
| 3M | -1.2% | +0.4% | -1.7% | -0.7% |
| 6M | +70.1% | -4.0% | +74.1% | +71.2% |
| YTD | +77.9% | -21.2% | +99.2% | +88.2% |
| 1Y | +68.1% | -12.1% | +80.2% | +77.3% |
| All | +68.1% | -10.7% | +78.8% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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