-52.1%
SMR vs NTAP
+164.0%
-216.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.6% | -9.5% | -8.8% |
| 7D | +10.3% | +9.9% | +0.4% | +4.1% |
| 30D | -25.7% | -22.1% | -3.6% | -13.7% |
| 3M | -49.7% | -7.7% | -42.0% | -48.4% |
| 6M | -59.8% | +60.9% | -120.8% | -72.6% |
| YTD | -66.0% | +76.4% | -142.4% | -78.7% |
| 1Y | -81.4% | +69.3% | -150.8% | -87.9% |
| 3Y | +130.6% | +154.6% | -24.0% | +26.3% |
| All | -52.1% | +164.0% | -216.1% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling