+1,090.7%
NTAP vs SGI
+1,862.0%
-771.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.2% | +1.0% |
| 7D | -7.8% | -3.9% | -3.8% | -7.1% |
| 30D | -25.8% | +0.9% | -26.7% | -26.2% |
| 3M | -11.2% | -2.9% | -8.3% | -11.3% |
| 6M | +49.9% | -9.0% | +58.9% | +51.0% |
| YTD | +66.9% | -29.2% | +96.0% | +75.9% |
| 1Y | +58.8% | -32.3% | +91.1% | +69.1% |
| 3Y | +140.8% | +72.4% | +68.4% | +108.1% |
| 5Y | +115.0% | +50.6% | +64.4% | +86.0% |
| 10Y | +570.8% | +335.2% | +235.5% | +325.9% |
| All | +1,090.7% | +1,862.0% | -771.3% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling