-46.2%
SE vs NTAP
+65.9%
-112.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.3% |
| 7D | -0.5% | +7.2% | -7.7% | -1.0% |
| 30D | -20.9% | -18.4% | -2.6% | -20.2% |
| 3M | -38.9% | -11.3% | -27.6% | -38.5% |
| 6M | -19.4% | +53.8% | -73.2% | -24.1% |
| YTD | -40.9% | +72.0% | -112.9% | -46.2% |
| 1Y | -46.2% | +68.0% | -114.2% | -50.4% |
| All | -46.2% | +65.9% | -112.1% | -50.4% |
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