+1,253.2%
SMH vs NTAP
+255.3%
+997.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | -0.5% | -0.5% | +0.1% | -0.5% |
| 3M | -9.6% | +4.1% | -13.7% | -11.5% |
| 6M | +42.1% | +88.0% | -45.9% | +6.7% |
| YTD | +57.4% | +75.6% | -18.1% | +21.0% |
| 1Y | +96.2% | +58.9% | +37.3% | +57.2% |
| 3Y | +267.9% | +153.6% | +114.4% | +141.1% |
| 5Y | +327.7% | +127.6% | +200.0% | +194.4% |
| 10Y | +1,764.6% | +580.4% | +1,184.3% | +681.2% |
| All | +1,253.2% | +255.3% | +997.9% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling