-73.1%
SMR vs NTAP
+61.4%
-134.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +4.4% | -0.8% | +5.2% | +4.8% |
| 30D | +3.4% | -0.5% | +4.0% | +2.5% |
| 3M | -19.2% | +4.1% | -23.2% | -22.0% |
| 6M | -22.6% | +88.0% | -110.6% | -52.9% |
| YTD | -31.5% | +75.6% | -107.1% | -55.5% |
| 1Y | -73.1% | +58.9% | -132.0% | -78.7% |
| All | -73.1% | +61.4% | -134.5% | -78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling