+625.8%
NTAP vs SHAK
+87.2%
+538.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.2% | +5.4% | +7.9% |
| 7D | +7.4% | -8.3% | +15.7% | +9.3% |
| 30D | -1.4% | -12.6% | +11.3% | +1.4% |
| 3M | +24.6% | +9.1% | +15.4% | +21.2% |
| 6M | +105.9% | -31.2% | +137.1% | +117.0% |
| YTD | +88.5% | -21.6% | +110.1% | +92.3% |
| 1Y | +62.1% | -38.8% | +100.9% | +74.3% |
| 3Y | +169.1% | +0.6% | +168.4% | +147.5% |
| 5Y | +141.9% | -22.5% | +164.4% | +123.8% |
| All | +625.8% | +87.2% | +538.6% | +402.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling