+136.7%
NTAP vs SRE
+51.2%
+85.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +3.3% | +1.4% | +1.8% | +2.9% |
| 30D | -0.2% | +1.9% | -2.1% | -0.7% |
| 3M | +11.4% | -3.3% | +14.7% | +12.1% |
| 6M | +88.7% | -6.4% | +95.1% | +91.2% |
| YTD | +78.9% | -1.8% | +80.7% | +78.7% |
| 1Y | +58.8% | +10.7% | +48.1% | +52.7% |
| 3Y | +153.5% | +31.8% | +121.8% | +124.9% |
| 5Y | +136.7% | +49.2% | +87.5% | +102.4% |
| All | +136.7% | +51.2% | +85.6% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling