+866.9%
NTAP vs SW
+730.4%
+136.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.5% | -8.2% | -9.7% |
| 7D | -22.5% | +4.7% | -27.1% | -22.7% |
| 30D | -25.7% | +5.0% | -30.7% | -25.9% |
| 3M | -9.0% | -7.3% | -1.7% | -8.7% |
| 6M | +49.2% | +15.0% | +34.2% | +47.5% |
| YTD | +60.6% | +18.5% | +42.1% | +58.3% |
| 1Y | +48.7% | +27.1% | +21.5% | +45.9% |
| 3Y | +135.6% | +49.3% | +86.3% | +129.4% |
| 5Y | +107.8% | -1.6% | +109.4% | +103.6% |
| 10Y | +609.4% | +185.4% | +424.0% | +574.6% |
| All | +866.9% | +730.4% | +136.5% | +855.3% |
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 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