+589.7%
NTAP vs SRE
+118.9%
+470.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +2.2% | +1.5% | +0.7% | +1.7% |
| 30D | -7.0% | +0.8% | -7.9% | -7.4% |
| 3M | +12.3% | -5.8% | +18.1% | +14.3% |
| 6M | +85.1% | -7.8% | +92.9% | +89.3% |
| YTD | +74.8% | -2.4% | +77.1% | +74.9% |
| 1Y | +52.7% | +8.9% | +43.8% | +46.4% |
| 3Y | +147.7% | +31.1% | +116.6% | +115.7% |
| 5Y | +124.8% | +48.6% | +76.2% | +83.8% |
| 10Y | +589.7% | +126.1% | +463.6% | +396.1% |
| All | +589.7% | +118.9% | +470.8% | +396.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling