+23.4%
SHW vs NTAP
+153.4%
-130.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | -1.2% | +3.3% | -4.4% | -1.6% |
| 30D | -11.6% | -0.2% | -11.4% | -11.7% |
| 3M | +9.1% | +11.4% | -2.3% | +7.3% |
| 6M | -0.7% | +88.7% | -89.3% | -11.4% |
| YTD | +1.4% | +78.9% | -77.6% | -9.0% |
| 1Y | -12.3% | +58.8% | -71.1% | -19.5% |
| 3Y | +23.4% | +153.5% | -130.2% | +2.5% |
| All | +23.4% | +153.4% | -130.1% | +2.5% |
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