+7.0%
SHW vs NTAP
+66.6%
-59.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.3% | +6.6% |
| 7D | +13.3% | -16.1% | +29.4% | +13.1% |
| 30D | +14.1% | -15.9% | +30.1% | +13.9% |
| 3M | +0.8% | -1.2% | +2.0% | +0.1% |
| 6M | +17.6% | +70.1% | -52.4% | +13.1% |
| YTD | +13.0% | +77.9% | -65.0% | +7.4% |
| 1Y | +7.0% | +68.1% | -61.1% | +2.3% |
| All | +7.0% | +66.6% | -59.6% | +2.3% |
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 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