+147.9%
NTAP vs SIRI
-23.3%
+171.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -1.0% | -3.0% | +2.0% | -0.5% |
| 30D | -7.5% | +1.3% | -8.8% | -7.7% |
| 3M | +14.6% | +5.6% | +9.0% | +13.4% |
| 6M | +91.0% | +35.2% | +55.8% | +81.2% |
| YTD | +73.7% | +49.1% | +24.6% | +61.9% |
| 1Y | +51.2% | +26.8% | +24.4% | +44.2% |
| All | +147.9% | -23.3% | +171.2% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling