+568.6%
SE vs NTAP
+417.2%
+151.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.2% |
| 7D | -3.6% | +2.2% | -5.8% | -4.5% |
| 30D | -5.3% | -7.0% | +1.7% | -2.8% |
| 3M | +28.1% | +12.3% | +15.8% | +20.9% |
| 6M | +20.7% | +85.1% | -64.5% | -10.6% |
| YTD | -14.8% | +74.8% | -89.6% | -35.6% |
| 1Y | -43.6% | +52.7% | -96.3% | -54.8% |
| 3Y | +184.2% | +147.7% | +36.6% | +76.3% |
| 5Y | -66.3% | +124.8% | -191.1% | -78.3% |
| All | +568.6% | +417.2% | +151.4% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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