+5,264.7%
NTAP vs SRE
+1,440.5%
+3,824.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +9.9% | -1.1% | +10.9% | +10.4% |
| 30D | -22.1% | -4.1% | -18.0% | -20.7% |
| 3M | -7.7% | -7.3% | -0.4% | -4.8% |
| 6M | +60.9% | -14.1% | +75.1% | +70.6% |
| YTD | +76.4% | -8.5% | +84.9% | +81.5% |
| 1Y | +69.3% | -12.0% | +81.4% | +77.0% |
| 3Y | +154.6% | +23.4% | +131.3% | +123.0% |
| 5Y | +131.4% | +51.3% | +80.1% | +82.0% |
| 10Y | +600.9% | +126.3% | +474.6% | +336.6% |
| All | +5,264.7% | +1,440.5% | +3,824.3% | +1,160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling