+7,899.5%
SHW vs NTAP
+23,420.6%
-15,521.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | -0.8% | -2.5% | -3.2% |
| 30D | -9.5% | -0.5% | -9.0% | -9.5% |
| 3M | +11.5% | +4.1% | +7.4% | +10.7% |
| 6M | -3.5% | +88.0% | -91.5% | -10.9% |
| YTD | +3.7% | +75.6% | -71.9% | -3.6% |
| 1Y | -7.9% | +58.9% | -66.8% | -13.6% |
| 3Y | +24.7% | +153.6% | -128.9% | +10.0% |
| 5Y | +13.6% | +127.6% | -114.1% | +1.0% |
| 10Y | +283.0% | +580.4% | -297.4% | +197.8% |
| All | +7,899.5% | +23,420.6% | -15,521.1% | +4,193.6% |
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