+562.2%
NTAP vs SRE
+127.7%
+434.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | +7.2% | +1.8% | +5.4% | +6.5% |
| 30D | -18.4% | -3.0% | -15.4% | -17.5% |
| 3M | -11.3% | -7.3% | -4.1% | -9.1% |
| 6M | +53.8% | -11.9% | +65.6% | +59.9% |
| YTD | +72.0% | -7.9% | +79.8% | +75.6% |
| 1Y | +68.0% | -11.1% | +79.2% | +73.7% |
| 3Y | +149.5% | +24.8% | +124.7% | +120.9% |
| 5Y | +125.6% | +52.4% | +73.2% | +81.7% |
| All | +562.2% | +127.7% | +434.5% | +372.0% |
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