+115.0%
NTAP vs SGI
+48.6%
+66.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.2% | +1.4% |
| 7D | -7.8% | -3.9% | -3.8% | -6.9% |
| 30D | -25.8% | +0.9% | -26.7% | -26.3% |
| 3M | -11.2% | -2.9% | -8.3% | -11.3% |
| 6M | +49.9% | -9.0% | +58.9% | +51.2% |
| YTD | +66.9% | -29.2% | +96.0% | +80.4% |
| 1Y | +58.8% | -32.3% | +91.1% | +74.2% |
| 3Y | +140.8% | +72.4% | +68.4% | +89.4% |
| 5Y | +115.0% | +50.6% | +64.4% | +67.1% |
| All | +115.0% | +48.6% | +66.4% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling