+149.4%
NTAP vs SMTC
+565.9%
-416.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +2.2% | +22.5% | -20.3% | -1.1% |
| 30D | -7.0% | +24.9% | -31.9% | -10.7% |
| 3M | +12.3% | +4.1% | +8.2% | +9.8% |
| 6M | +85.1% | +92.6% | -7.4% | +60.1% |
| YTD | +74.8% | +122.5% | -47.7% | +46.7% |
| 1Y | +52.7% | +166.2% | -113.5% | +23.2% |
| All | +149.4% | +565.9% | -416.5% | +58.2% |
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