+590.2%
NTAP vs SM
+12.3%
+577.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.5% |
| 7D | +3.3% | -0.2% | +3.4% | +3.3% |
| 30D | -0.2% | +31.5% | -31.7% | -3.6% |
| 3M | +11.4% | +17.3% | -6.0% | +8.7% |
| 6M | +88.7% | +48.5% | +40.2% | +78.0% |
| YTD | +78.9% | +106.3% | -27.3% | +62.0% |
| 1Y | +58.8% | +47.3% | +11.5% | +49.2% |
| 3Y | +153.5% | -1.4% | +155.0% | +144.9% |
| 5Y | +136.7% | +114.0% | +22.7% | +104.9% |
| 10Y | +590.2% | +12.5% | +577.7% | +398.7% |
| All | +590.2% | +12.3% | +577.8% | +398.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling