+957.0%
NTAP vs SW
+755.0%
+202.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | 0.0% |
| 7D | -0.8% | -5.1% | +4.3% | -0.4% |
| 30D | -0.5% | -4.6% | +4.0% | -0.3% |
| 3M | +4.1% | +9.4% | -5.3% | +3.3% |
| 6M | +88.0% | +3.5% | +84.4% | +87.0% |
| YTD | +75.6% | +22.0% | +53.5% | +72.8% |
| 1Y | +58.9% | +2.2% | +56.7% | +57.9% |
| 3Y | +153.6% | +19.6% | +134.0% | +149.0% |
| 5Y | +127.6% | -2.3% | +130.0% | +123.1% |
| 10Y | +580.4% | +181.4% | +399.0% | +546.3% |
| All | +957.0% | +755.0% | +202.0% | +943.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling