+625.8%
NTAP vs SIRI
-10.2%
+636.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.3% |
| 7D | +7.4% | +0.6% | +6.8% | +7.2% |
| 30D | -1.4% | +2.5% | -3.9% | -2.1% |
| 3M | +24.6% | +6.6% | +17.9% | +21.9% |
| 6M | +105.9% | +32.9% | +73.0% | +89.5% |
| YTD | +88.5% | +50.5% | +38.1% | +67.3% |
| 1Y | +62.1% | +28.0% | +34.1% | +49.7% |
| 3Y | +169.1% | -22.4% | +191.5% | +165.6% |
| 5Y | +141.9% | -41.3% | +183.2% | +142.7% |
| All | +625.8% | -10.2% | +636.0% | +475.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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