-53.7%
SMR vs NTAP
+157.3%
-211.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -1.8% |
| 7D | -8.3% | +7.2% | -15.5% | -12.1% |
| 30D | -20.1% | -18.4% | -1.7% | -9.9% |
| 3M | -52.7% | -11.3% | -41.4% | -50.2% |
| 6M | -61.0% | +53.8% | -114.8% | -72.6% |
| YTD | -67.1% | +72.0% | -139.1% | -79.0% |
| 1Y | -79.9% | +68.0% | -147.9% | -86.9% |
| 3Y | +101.7% | +149.5% | -47.7% | +12.1% |
| All | -53.7% | +157.3% | -211.0% | -76.3% |
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