+8,306.5%
SHW vs NTAP
+22,937.7%
-14,631.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | +1.9% | +7.2% | -5.3% | +1.1% |
| 30D | +8.1% | -18.4% | +26.4% | +10.2% |
| 3M | -2.8% | -11.3% | +8.5% | -2.0% |
| 6M | +15.0% | +53.8% | -38.7% | +8.3% |
| YTD | +9.0% | +72.0% | -63.0% | +1.0% |
| 1Y | +4.5% | +68.0% | -63.6% | -2.9% |
| 3Y | +41.9% | +149.5% | -107.6% | +24.8% |
| 5Y | +10.7% | +125.6% | -114.9% | -1.8% |
| 10Y | +340.4% | +583.1% | -242.8% | +241.0% |
| All | +8,306.5% | +22,937.7% | -14,631.1% | +4,401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling