+162.0%
SO vs NTAP
+581.2%
-419.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | 0.0% | +2.2% | -2.2% | -0.2% |
| 30D | -2.5% | -7.0% | +4.5% | -1.8% |
| 3M | -4.2% | +12.3% | -16.5% | -5.5% |
| 6M | -7.7% | +85.1% | -92.8% | -14.3% |
| YTD | +3.8% | +74.8% | -71.0% | -3.2% |
| 1Y | +0.1% | +52.7% | -52.6% | -5.3% |
| 3Y | +44.2% | +147.7% | -103.4% | +24.4% |
| 5Y | +57.9% | +124.8% | -66.9% | +36.5% |
| 10Y | +162.0% | +589.7% | -427.7% | +83.6% |
| All | +162.0% | +581.2% | -419.2% | +83.6% |
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