+1,152.9%
NTAP vs SGI
+2,083.6%
-930.7%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.8% | +8.5% | -9.3% | -2.5% |
| 30D | -0.5% | +0.7% | -1.2% | -1.0% |
| 3M | +4.1% | +0.6% | +3.5% | +3.4% |
| 6M | +88.0% | -17.9% | +105.9% | +93.3% |
| YTD | +75.6% | -21.2% | +96.8% | +81.9% |
| 1Y | +58.9% | -18.9% | +77.8% | +63.2% |
| 3Y | +153.6% | +52.6% | +100.9% | +125.1% |
| 5Y | +127.6% | +60.7% | +66.9% | +94.9% |
| 10Y | +580.4% | +278.1% | +302.3% | +342.9% |
| All | +1,152.9% | +2,083.6% | -930.7% | +338.2% |
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