-85.6%
SMR vs NTAP
+66.6%
-152.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.8% | -3.9% |
| 7D | -9.5% | -16.1% | +6.6% | -3.8% |
| 30D | -33.2% | -15.9% | -17.3% | -28.9% |
| 3M | -45.9% | -1.2% | -44.7% | -46.4% |
| 6M | -57.9% | +70.1% | -127.9% | -69.7% |
| YTD | -63.8% | +77.9% | -141.7% | -75.1% |
| 1Y | -85.6% | +68.1% | -153.7% | -88.8% |
| All | -85.6% | +66.6% | -152.2% | -88.8% |
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 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