+62.5%
SLB vs NTAP
+106.9%
-44.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -7.1% | -15.1% | +7.9% | -3.3% |
| 30D | +4.1% | -28.1% | +32.2% | +12.7% |
| 3M | -2.6% | -11.4% | +8.8% | -0.7% |
| 6M | -8.6% | +52.2% | -60.8% | -21.4% |
| YTD | +32.2% | +60.4% | -28.2% | +11.0% |
| 1Y | +40.7% | +51.0% | -10.3% | +20.4% |
| 3Y | -4.5% | +135.6% | -140.1% | -34.8% |
| All | +62.5% | +106.9% | -44.4% | +13.0% |
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