+1.5%
SMR vs NTAP
+159.9%
-158.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -4.9% | -5.2% |
| 7D | +4.7% | -1.0% | +5.7% | +5.6% |
| 30D | +3.2% | -7.5% | +10.7% | +7.9% |
| 3M | +9.9% | +14.6% | -4.7% | -0.8% |
| 6M | -15.1% | +91.0% | -106.1% | -48.4% |
| YTD | -27.9% | +73.7% | -101.6% | -53.5% |
| 1Y | -70.2% | +51.2% | -121.5% | -78.4% |
| 3Y | +72.5% | +146.1% | -73.7% | -2.0% |
| All | +1.5% | +159.9% | -158.4% | -47.4% |
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