+82.6%
SMR vs NTAP
+146.1%
-63.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -1.6% |
| 7D | +13.1% | +2.2% | +10.9% | +11.5% |
| 30D | +17.8% | -7.0% | +24.8% | +23.4% |
| 3M | +8.1% | +12.3% | -4.2% | -2.6% |
| 6M | -11.1% | +85.1% | -96.2% | -50.1% |
| YTD | -23.7% | +74.8% | -98.5% | -55.4% |
| 1Y | -69.4% | +52.7% | -122.1% | -79.3% |
| All | +82.6% | +146.1% | -63.5% | -24.0% |
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