+5,238.6%
NTAP vs SRE
+1,525.5%
+3,713.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -0.5% | -0.7% | +0.2% | -0.4% |
| 3M | +4.1% | -6.3% | +10.4% | +6.5% |
| 6M | +88.0% | -10.7% | +98.6% | +95.6% |
| YTD | +75.6% | -3.5% | +79.0% | +76.6% |
| 1Y | +58.9% | +5.3% | +53.6% | +53.4% |
| 3Y | +153.6% | +31.8% | +121.8% | +115.5% |
| 5Y | +127.6% | +47.4% | +80.3% | +81.2% |
| 10Y | +580.4% | +120.6% | +459.8% | +328.9% |
| All | +5,238.6% | +1,525.5% | +3,713.0% | +1,126.5% |
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