-43.6%
SE vs NTAP
+54.6%
-98.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | -3.6% | +2.2% | -5.8% | -3.8% |
| 30D | -5.3% | -7.0% | +1.7% | -4.6% |
| 3M | +28.1% | +12.3% | +15.8% | +25.6% |
| 6M | +20.7% | +85.1% | -64.5% | +4.2% |
| YTD | -14.8% | +74.8% | -89.6% | -24.7% |
| 1Y | -43.6% | +52.7% | -96.3% | -46.9% |
| All | -43.6% | +54.6% | -98.2% | -46.9% |
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