+45.3%
SO vs NTAP
+153.4%
-108.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.1% |
| 7D | +1.0% | +3.3% | -2.2% | +1.2% |
| 30D | -3.2% | -0.2% | -3.0% | -3.2% |
| 3M | -1.7% | +11.4% | -13.1% | -1.1% |
| 6M | -7.2% | +88.7% | -95.9% | -5.0% |
| YTD | +4.6% | +78.9% | -74.4% | +6.9% |
| 1Y | +1.2% | +58.8% | -57.6% | +3.1% |
| 3Y | +45.3% | +153.5% | -108.3% | +43.0% |
| All | +45.3% | +153.4% | -108.2% | +43.0% |
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