+19,285.3%
NTAP vs SMTC
+3,680.3%
+15,605.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | -0.9% |
| 7D | +7.2% | +11.0% | -3.8% | +2.2% |
| 30D | -18.4% | -28.5% | +10.1% | -8.2% |
| 3M | -11.3% | -14.2% | +2.9% | -10.0% |
| 6M | +53.8% | -18.0% | +71.8% | +50.3% |
| YTD | +72.0% | +55.5% | +16.5% | +22.7% |
| 1Y | +68.0% | +69.5% | -1.5% | +14.7% |
| 3Y | +149.5% | +699.7% | -550.2% | -35.0% |
| 5Y | +125.6% | +27.4% | +98.2% | +21.7% |
| 10Y | +583.1% | +335.7% | +247.4% | +75.0% |
| All | +19,285.3% | +3,680.3% | +15,605.1% | +2,809.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling