+122.5%
NTAP vs SMTC
+40.1%
+82.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.3% | -6.3% | +1.9% |
| 7D | -2.4% | +12.9% | -15.3% | -5.1% |
| 30D | -23.4% | -25.6% | +2.1% | -19.4% |
| 3M | -7.5% | -4.5% | -3.0% | -8.1% |
| 6M | +56.4% | -8.3% | +64.7% | +53.0% |
| YTD | +73.6% | +69.9% | +3.7% | +47.1% |
| 1Y | +68.4% | +73.9% | -5.5% | +41.5% |
| 3Y | +150.6% | +757.7% | -607.1% | +29.6% |
| 5Y | +122.5% | +38.7% | +83.7% | +97.2% |
| All | +122.5% | +40.1% | +82.4% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling