+39.4%
SHEL vs NTAP
+63.1%
-23.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.7% | +0.4% |
| 7D | +4.1% | +7.4% | -3.3% | +3.7% |
| 30D | +8.4% | -1.4% | +9.8% | +8.4% |
| 3M | +13.7% | +24.6% | -10.9% | +12.1% |
| 6M | +12.7% | +105.9% | -93.2% | +6.2% |
| YTD | +35.3% | +88.5% | -53.2% | +28.4% |
| 1Y | +39.4% | +62.1% | -22.7% | +32.8% |
| All | +39.4% | +63.1% | -23.8% | +32.8% |
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