+108.7%
SMR vs NTAP
+154.9%
-46.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.6% | -9.5% | -8.9% |
| 7D | +10.3% | +9.9% | +0.4% | +3.5% |
| 30D | -25.7% | -22.1% | -3.6% | -12.5% |
| 3M | -49.7% | -7.7% | -42.0% | -48.3% |
| 6M | -59.8% | +60.9% | -120.8% | -74.4% |
| YTD | -66.0% | +76.4% | -142.4% | -80.5% |
| 1Y | -81.4% | +69.3% | -150.8% | -88.9% |
| All | +108.7% | +154.9% | -46.2% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling