-78.0%
SE vs NTAP
+106.9%
-184.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.0% | -15.1% | +17.1% | +9.3% |
| 30D | -20.0% | -28.1% | +8.1% | -8.2% |
| 3M | -31.8% | -11.4% | -20.3% | -29.9% |
| 6M | -15.9% | +52.2% | -68.1% | -38.2% |
| YTD | -40.6% | +60.4% | -101.1% | -58.4% |
| 1Y | -50.7% | +51.0% | -101.7% | -64.1% |
| 3Y | +70.3% | +135.6% | -65.3% | -22.0% |
| All | -78.0% | +106.9% | -184.9% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling