+589.7%
NTAP vs SGI
+337.7%
+252.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.5% | +4.1% |
| 7D | -2.4% | -10.5% | +8.1% | -0.1% |
| 30D | -23.4% | +0.1% | -23.6% | -23.7% |
| 3M | -7.5% | -4.0% | -3.6% | -7.4% |
| 6M | +56.4% | -5.6% | +62.0% | +56.2% |
| YTD | +73.6% | -29.5% | +103.1% | +83.9% |
| 1Y | +68.4% | -31.5% | +99.9% | +79.6% |
| 3Y | +150.6% | +71.6% | +79.0% | +114.9% |
| 5Y | +122.5% | +50.5% | +71.9% | +89.4% |
| 10Y | +589.7% | +333.9% | +255.9% | +366.7% |
| All | +589.7% | +337.7% | +252.1% | +366.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling