+68.1%
NTAP vs SRE
-7.5%
+75.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.5% |
| 7D | -16.1% | -2.1% | -14.0% | -16.0% |
| 30D | -15.9% | +6.1% | -22.0% | -16.3% |
| 3M | -1.2% | -3.5% | +2.3% | -1.1% |
| 6M | +70.1% | -10.8% | +80.9% | +72.2% |
| YTD | +77.9% | -4.0% | +81.9% | +77.6% |
| 1Y | +68.1% | -7.7% | +75.8% | +67.9% |
| All | +68.1% | -7.5% | +75.6% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling