+68.1%
NTAP vs SM
+70.4%
-2.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -15.3% | +13.7% | -0.7% |
| 7D | -16.1% | -21.5% | +5.4% | -14.9% |
| 30D | -15.9% | -11.4% | -4.6% | -15.3% |
| 3M | -1.2% | +0.6% | -1.9% | -2.0% |
| 6M | +70.1% | +0.2% | +69.8% | +68.9% |
| YTD | +77.9% | +69.7% | +8.3% | +58.9% |
| 1Y | +68.1% | +71.6% | -3.4% | +51.6% |
| All | +68.1% | +70.4% | -2.3% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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