+589.7%
NTAP vs SGI
+263.3%
+326.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.9% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | -7.0% | +5.5% | -12.6% | -8.3% |
| 3M | +12.3% | -3.6% | +15.9% | +12.6% |
| 6M | +85.1% | -15.0% | +100.1% | +89.3% |
| YTD | +74.8% | -23.0% | +97.8% | +82.4% |
| 1Y | +52.7% | -18.4% | +71.1% | +56.9% |
| 3Y | +147.7% | +57.8% | +89.9% | +117.4% |
| 5Y | +124.8% | +51.5% | +73.3% | +92.0% |
| 10Y | +589.7% | +275.2% | +314.5% | +385.5% |
| All | +589.7% | +263.3% | +326.5% | +385.5% |
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