+564.6%
NTAP vs SHAK
+43.4%
+521.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.4% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | -0.2% | -5.2% | +5.0% | +0.7% |
| 3M | +11.4% | +27.3% | -15.9% | +5.6% |
| 6M | +88.7% | -27.9% | +116.6% | +96.0% |
| YTD | +78.9% | -17.0% | +95.9% | +80.3% |
| 1Y | +58.8% | -30.9% | +89.8% | +65.4% |
| 3Y | +153.5% | +3.4% | +150.2% | +135.9% |
| 5Y | +136.7% | -20.5% | +157.2% | +121.4% |
| 10Y | +590.2% | +88.3% | +501.9% | +431.8% |
| All | +564.6% | +43.4% | +521.2% | +408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling