+52.7%
NTAP vs SGI
-20.0%
+72.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.2% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | -7.0% | +5.5% | -12.6% | -7.5% |
| 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% | +84.6% |
| 1Y | +52.7% | -18.4% | +71.1% | +64.9% |
| All | +52.7% | -20.0% | +72.7% | +64.9% |
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