+105.6%
NTAP vs SM
-11.5%
+117.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -15.1% | -25.9% | +10.8% | -10.5% |
| 30D | -28.1% | -15.1% | -13.0% | -26.2% |
| 3M | -11.4% | +4.9% | -16.3% | -13.1% |
| 6M | +52.2% | +6.1% | +46.1% | +47.6% |
| YTD | +60.4% | +63.4% | -3.0% | +41.0% |
| 1Y | +51.0% | +72.5% | -21.5% | +30.9% |
| 3Y | +135.6% | -16.9% | +152.4% | +126.0% |
| All | +105.6% | -11.5% | +117.2% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling