+76.4%
SLB vs NTAP
+124.7%
-48.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.1% |
| 7D | +3.5% | +7.2% | -3.7% | +1.6% |
| 30D | +6.5% | -18.4% | +24.9% | +11.7% |
| 3M | -0.2% | -11.3% | +11.1% | +1.8% |
| 6M | -5.7% | +53.8% | -59.5% | -18.8% |
| YTD | +36.8% | +72.0% | -35.1% | +12.9% |
| 1Y | +45.8% | +68.0% | -22.2% | +21.1% |
| 3Y | +3.4% | +149.5% | -146.1% | -30.3% |
| All | +76.4% | +124.7% | -48.4% | +17.8% |
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