+971.3%
NTAP vs SW
+743.1%
+228.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -1.9% |
| 7D | -16.1% | +12.1% | -28.1% | -16.7% |
| 30D | -15.9% | +6.6% | -22.5% | -16.3% |
| 3M | -1.2% | -6.0% | +4.8% | -1.0% |
| 6M | +70.1% | +21.5% | +48.6% | +67.6% |
| YTD | +77.9% | +20.3% | +57.6% | +75.2% |
| 1Y | +68.1% | +28.1% | +40.0% | +64.9% |
| 3Y | +161.0% | +51.6% | +109.4% | +153.9% |
| 5Y | +131.1% | -0.1% | +131.2% | +126.2% |
| 10Y | +686.0% | +189.7% | +496.3% | +646.6% |
| All | +971.3% | +743.1% | +228.2% | +957.4% |
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