+1,817.6%
SMH vs NTAP
+650.8%
+1,166.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.1% | -2.8% |
| 7D | +0.3% | +7.4% | -7.1% | -3.5% |
| 30D | -2.8% | -1.4% | -1.4% | -2.5% |
| 3M | -6.7% | +24.6% | -31.3% | -17.4% |
| 6M | +41.8% | +105.9% | -64.1% | -6.2% |
| YTD | +57.9% | +88.5% | -30.7% | +8.5% |
| 1Y | +87.6% | +62.1% | +25.5% | +40.0% |
| 3Y | +282.9% | +169.1% | +113.9% | +114.0% |
| 5Y | +330.4% | +141.9% | +188.5% | +151.5% |
| All | +1,817.6% | +650.8% | +1,166.8% | +569.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling