+124.8%
NTAP vs SYY
+22.4%
+102.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.0% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | -7.0% | -2.7% | -4.3% | -6.3% |
| 3M | +12.3% | +5.9% | +6.4% | +10.1% |
| 6M | +85.1% | -2.3% | +87.4% | +85.2% |
| YTD | +74.8% | +13.1% | +61.7% | +65.0% |
| 1Y | +52.7% | +3.8% | +48.9% | +48.7% |
| 3Y | +147.7% | +26.7% | +120.9% | +116.0% |
| 5Y | +124.8% | +19.4% | +105.4% | +103.1% |
| All | +124.8% | +22.4% | +102.4% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 5y: compounded portfolio wealth divided by compounded SYY 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…
5y analysis · Full analysis span regression · 6 months rolling