+60.9%
NTAP vs SRE
-12.5%
+73.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.6% |
| 7D | +9.9% | -1.1% | +10.9% | +9.9% |
| 30D | -22.1% | -4.1% | -18.0% | -22.0% |
| 3M | -7.7% | -7.3% | -0.4% | -8.0% |
| 6M | +60.9% | -14.1% | +75.1% | +53.7% |
| All | +60.9% | -12.5% | +73.5% | +53.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling