-67.0%
SE vs NTAP
+135.7%
-202.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.2% |
| 7D | +0.6% | +3.3% | -2.7% | -1.0% |
| 30D | -0.1% | -0.2% | +0.1% | -0.4% |
| 3M | +34.1% | +11.4% | +22.7% | +25.4% |
| 6M | +23.2% | +88.7% | -65.5% | -17.7% |
| YTD | -11.2% | +78.9% | -90.1% | -39.2% |
| 1Y | -40.5% | +58.8% | -99.3% | -56.2% |
| 3Y | +196.3% | +153.5% | +42.7% | +39.3% |
| 5Y | -67.0% | +136.7% | -203.8% | -83.9% |
| All | -67.0% | +135.7% | -202.7% | -83.9% |
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