-6.1%
SHOP vs NTAP
+66.4%
-72.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.2% | +0.8% |
| 7D | -2.5% | -2.4% | 0.0% | -1.9% |
| 30D | -16.7% | -23.4% | +6.7% | -11.2% |
| 3M | -2.2% | -7.5% | +5.3% | -0.7% |
| 6M | +45.6% | +56.4% | -10.8% | +22.2% |
| YTD | -7.3% | +73.6% | -80.9% | -26.2% |
| 1Y | -6.1% | +68.4% | -74.5% | -24.0% |
| All | -6.1% | +66.4% | -72.5% | -24.0% |
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