+62.1%
NTAP vs SITM
+155.7%
-93.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.5% | +3.0% | +7.9% |
| 7D | +7.4% | +3.9% | +3.5% | +6.9% |
| 30D | -1.4% | -6.6% | +5.2% | -0.8% |
| 3M | +24.6% | -11.9% | +36.4% | +25.0% |
| 6M | +105.9% | +81.1% | +24.8% | +87.1% |
| YTD | +88.5% | +80.0% | +8.5% | +70.7% |
| 1Y | +62.1% | +145.8% | -83.7% | +40.7% |
| All | +62.1% | +155.7% | -93.6% | +40.7% |
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