+3,663.5%
SHOP vs NTAP
+597.8%
+3,065.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.2% | -0.2% |
| 7D | -2.5% | -2.4% | 0.0% | -1.4% |
| 30D | -16.7% | -23.4% | +6.7% | -5.6% |
| 3M | -2.2% | -7.5% | +5.3% | -0.2% |
| 6M | +45.6% | +56.4% | -10.8% | +9.0% |
| YTD | -7.3% | +73.6% | -80.9% | -35.0% |
| 1Y | -6.1% | +68.4% | -74.5% | -33.0% |
| 3Y | +143.3% | +150.6% | -7.3% | +37.0% |
| 5Y | +0.2% | +122.5% | -122.3% | -40.1% |
| 10Y | +3,663.5% | +589.7% | +3,073.8% | +1,307.7% |
| All | +3,663.5% | +597.8% | +3,065.7% | +1,307.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling