-50.5%
SE vs NTAP
+56.4%
-106.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | 0.0% | -7.8% | +7.8% | +0.6% |
| 30D | -19.4% | -25.8% | +6.4% | -18.0% |
| 3M | -33.1% | -11.2% | -21.9% | -32.7% |
| 6M | -11.4% | +49.9% | -61.4% | -17.4% |
| YTD | -39.8% | +66.9% | -106.7% | -45.8% |
| 1Y | -50.5% | +58.8% | -109.3% | -54.4% |
| All | -50.5% | +56.4% | -106.8% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling