+572.7%
NTAP vs SW
+185.4%
+387.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.5% | -8.2% | -9.6% |
| 7D | -22.5% | +4.7% | -27.1% | -22.9% |
| 30D | -25.7% | +5.0% | -30.7% | -26.2% |
| 3M | -9.0% | -7.3% | -1.7% | -8.3% |
| 6M | +49.2% | +15.0% | +34.2% | +45.6% |
| YTD | +60.6% | +18.5% | +42.1% | +55.6% |
| 1Y | +48.7% | +27.1% | +21.5% | +42.6% |
| 3Y | +135.6% | +49.3% | +86.3% | +121.2% |
| 5Y | +107.8% | -1.6% | +109.4% | +99.1% |
| All | +572.7% | +185.4% | +387.4% | +487.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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