+18,718.9%
NTAP vs SM
+1,003.3%
+17,715.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +4.5% |
| 7D | -5.0% | -22.3% | +17.3% | -0.8% |
| 30D | -25.8% | -21.4% | -4.4% | -22.8% |
| 3M | -6.9% | +1.4% | -8.2% | -7.8% |
| 6M | +50.0% | +0.1% | +49.9% | +47.5% |
| YTD | +66.9% | +59.0% | +8.0% | +50.0% |
| 1Y | +58.3% | +64.3% | -6.1% | +41.0% |
| 3Y | +145.1% | -13.1% | +158.3% | +137.6% |
| 5Y | +114.2% | -13.9% | +128.1% | +98.3% |
| 10Y | +576.6% | +1.7% | +574.9% | +309.1% |
| All | +18,718.9% | +1,003.3% | +17,715.5% | +5,043.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling