+149.5%
NTAP vs SM
-6.8%
+156.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.5% | +26.3% | -26.8% | -5.0% |
| 3M | +4.1% | +8.7% | -4.6% | +1.8% |
| 6M | +88.0% | +51.7% | +36.3% | +69.2% |
| YTD | +75.6% | +99.0% | -23.5% | +48.3% |
| 1Y | +58.9% | +34.6% | +24.3% | +45.8% |
| All | +149.5% | -6.8% | +156.3% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling