+169.1%
NTAP vs SHAK
-2.6%
+171.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.2% | +5.4% | +8.0% |
| 7D | +7.4% | -8.3% | +15.7% | +8.9% |
| 30D | -1.4% | -12.6% | +11.3% | +0.7% |
| 3M | +24.6% | +9.1% | +15.4% | +21.9% |
| 6M | +105.9% | -31.2% | +137.1% | +114.8% |
| YTD | +88.5% | -21.6% | +110.1% | +91.0% |
| 1Y | +62.1% | -38.8% | +100.9% | +72.3% |
| 3Y | +169.1% | +0.6% | +168.4% | +167.9% |
| All | +169.1% | -2.6% | +171.7% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling