+589.4%
SE vs NTAP
+419.6%
+169.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.1% | -0.8% | -5.3% | -5.8% |
| 30D | -2.5% | -0.5% | -1.9% | -2.7% |
| 3M | +21.7% | +4.1% | +17.6% | +18.5% |
| 6M | +27.0% | +88.0% | -61.0% | -6.5% |
| YTD | -12.1% | +75.6% | -87.7% | -33.7% |
| 1Y | -40.9% | +58.9% | -99.8% | -53.5% |
| 3Y | +191.0% | +153.6% | +37.4% | +78.4% |
| 5Y | -68.3% | +127.6% | -195.9% | -79.7% |
| All | +589.4% | +419.6% | +169.8% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling