+14.8%
SHW vs NTAP
+135.4%
-120.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.7% |
| 7D | -1.2% | +3.3% | -4.4% | -1.8% |
| 30D | -11.6% | -0.2% | -11.4% | -11.7% |
| 3M | +9.1% | +11.4% | -2.3% | +6.1% |
| 6M | -0.7% | +88.7% | -89.3% | -16.4% |
| YTD | +1.4% | +78.9% | -77.6% | -13.9% |
| 1Y | -12.3% | +58.8% | -71.1% | -23.2% |
| 3Y | +23.4% | +153.5% | -130.2% | -11.5% |
| All | +14.8% | +135.4% | -120.6% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling