+2.1%
SLB vs NTAP
+148.5%
-146.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | +15.8% | -0.5% | +16.4% | +15.8% |
| 3M | -0.3% | +4.1% | -4.4% | -1.4% |
| 6M | +21.3% | +88.0% | -66.6% | +4.2% |
| YTD | +52.3% | +75.6% | -23.3% | +32.5% |
| 1Y | +63.6% | +58.9% | +4.7% | +45.6% |
| All | +2.1% | +148.5% | -146.4% | -19.9% |
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