+338.0%
SMH vs NTAP
+129.9%
+208.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.4% |
| 7D | +4.3% | +2.2% | +2.1% | +3.0% |
| 30D | +0.9% | -7.0% | +7.9% | +4.9% |
| 3M | -2.8% | +12.3% | -15.1% | -10.0% |
| 6M | +45.6% | +85.1% | -39.5% | -4.8% |
| YTD | +59.5% | +74.8% | -15.3% | +7.2% |
| 1Y | +93.4% | +52.7% | +40.8% | +42.6% |
| 3Y | +287.1% | +147.7% | +139.4% | +92.6% |
| 5Y | +338.0% | +124.8% | +213.3% | +123.1% |
| All | +338.0% | +129.9% | +208.1% | +123.1% |
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