+139.0%
SHOP vs NTAP
+144.3%
-5.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | +2.8% | -7.8% | +10.6% | +6.4% |
| 30D | -14.2% | -25.8% | +11.6% | -2.8% |
| 3M | -5.5% | -11.2% | +5.7% | -2.0% |
| 6M | +32.8% | +49.9% | -17.1% | +2.1% |
| YTD | -8.9% | +66.9% | -75.8% | -34.9% |
| 1Y | -7.7% | +58.8% | -66.6% | -32.0% |
| 3Y | +139.0% | +140.8% | -1.8% | +55.2% |
| All | +139.0% | +144.3% | -5.3% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling