+143.4%
NTAP vs SITM
+187.3%
-43.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.5% | +3.0% | +7.6% |
| 7D | +7.4% | +3.9% | +3.5% | +6.7% |
| 30D | -1.4% | -6.6% | +5.2% | -0.4% |
| 3M | +24.6% | -11.9% | +36.4% | +25.3% |
| 6M | +105.9% | +81.1% | +24.8% | +78.0% |
| YTD | +88.5% | +80.0% | +8.5% | +61.4% |
| 1Y | +62.1% | +145.8% | -83.7% | +28.8% |
| 3Y | +169.1% | +475.9% | -306.8% | +68.7% |
| All | +143.4% | +187.3% | -43.9% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling