+122.8%
NTAP vs SHAK
-27.4%
+150.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -1.0% | -11.0% | +10.0% | +1.1% |
| 30D | -7.5% | -14.0% | +6.5% | -5.0% |
| 3M | +14.6% | +13.3% | +1.4% | +10.9% |
| 6M | +91.0% | -35.3% | +126.3% | +102.6% |
| YTD | +73.7% | -24.0% | +97.7% | +77.6% |
| 1Y | +51.2% | -36.7% | +87.9% | +60.2% |
| 3Y | +146.1% | -5.4% | +151.5% | +132.0% |
| 5Y | +122.8% | -24.9% | +147.7% | +104.4% |
| All | +122.8% | -27.4% | +150.3% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling