+136.7%
NTAP vs SGI
+61.8%
+74.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | +3.3% | +9.3% | -6.0% | +0.6% |
| 30D | -0.2% | +6.9% | -7.1% | -2.3% |
| 3M | +11.4% | +2.8% | +8.5% | +9.5% |
| 6M | +88.7% | -12.6% | +101.3% | +92.9% |
| YTD | +78.9% | -21.5% | +100.4% | +89.0% |
| 1Y | +58.8% | -18.8% | +77.6% | +65.2% |
| 3Y | +153.5% | +60.8% | +92.7% | +106.1% |
| 5Y | +136.7% | +60.0% | +76.7% | +80.8% |
| All | +136.7% | +61.8% | +74.9% | +80.8% |
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