+149.5%
NTAP vs SGI
+60.7%
+88.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.8% | +8.5% | -9.3% | -2.7% |
| 30D | -0.5% | +0.7% | -1.2% | -0.9% |
| 3M | +4.1% | +0.6% | +3.5% | +3.3% |
| 6M | +88.0% | -17.9% | +105.9% | +96.1% |
| YTD | +75.6% | -21.2% | +96.8% | +85.4% |
| 1Y | +58.9% | -18.9% | +77.8% | +65.9% |
| All | +149.5% | +60.7% | +88.9% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling