+372.3%
SE vs NTAP
+393.8%
-21.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | 0.0% | -7.8% | +7.8% | +3.1% |
| 30D | -19.4% | -25.8% | +6.4% | -10.3% |
| 3M | -33.1% | -11.2% | -21.9% | -31.3% |
| 6M | -11.4% | +49.9% | -61.4% | -29.0% |
| YTD | -39.8% | +66.9% | -106.7% | -54.5% |
| 1Y | -50.5% | +58.8% | -109.3% | -61.7% |
| 3Y | +68.9% | +140.8% | -72.0% | +3.9% |
| 5Y | -77.1% | +115.0% | -192.1% | -85.2% |
| All | +372.3% | +393.8% | -21.5% | +112.5% |
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