+68.1%
NTAP vs SHAK
-21.2%
+89.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.5% | -1.8% |
| 7D | -16.1% | +8.3% | -24.4% | -16.5% |
| 30D | -15.9% | +16.7% | -32.6% | -16.8% |
| 3M | -1.2% | +10.0% | -11.2% | -2.1% |
| 6M | +70.1% | -23.8% | +93.9% | +71.9% |
| YTD | +77.9% | -10.3% | +88.2% | +77.7% |
| 1Y | +68.1% | -22.9% | +91.0% | +78.7% |
| All | +68.1% | -21.2% | +89.4% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling