+68.1%
NTAP vs SITM
+47.5%
+20.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.7% | -0.2% |
| 7D | -16.1% | -19.5% | +3.4% | -13.4% |
| 30D | -15.9% | -43.2% | +27.3% | -9.8% |
| 3M | -1.2% | -30.8% | +29.6% | +3.1% |
| 6M | +70.1% | -28.6% | +98.6% | +75.2% |
| YTD | +77.9% | +14.2% | +63.8% | +74.2% |
| 1Y | +68.1% | +44.4% | +23.7% | +61.8% |
| All | +68.1% | +47.5% | +20.6% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling