-10.4%
SHW vs NTAP
+51.1%
-61.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -4.5% | -1.0% | -3.5% | -4.4% |
| 30D | -12.7% | -7.5% | -5.2% | -12.6% |
| 3M | +4.7% | +14.6% | -9.9% | +4.2% |
| 6M | -3.4% | +91.0% | -94.4% | -8.4% |
| YTD | -1.3% | +73.7% | -75.0% | -5.8% |
| 1Y | -10.4% | +51.2% | -61.6% | -13.8% |
| All | -10.4% | +51.1% | -61.4% | -13.8% |
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