+151.9%
NTAP vs SMTC
+772.6%
-620.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.3% | -6.3% | +2.1% |
| 7D | -2.4% | +12.9% | -15.3% | -4.9% |
| 30D | -23.4% | -25.6% | +2.1% | -19.9% |
| 3M | -7.5% | -4.5% | -3.0% | -7.9% |
| 6M | +56.4% | -8.3% | +64.7% | +53.6% |
| YTD | +73.6% | +69.9% | +3.7% | +50.2% |
| 1Y | +68.4% | +73.9% | -5.5% | +44.6% |
| All | +151.9% | +772.6% | -620.7% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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