+77.0%
SO vs NTAP
+106.9%
-29.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.5% | -15.1% | +13.6% | -1.6% |
| 30D | +8.1% | -28.1% | +36.2% | +7.9% |
| 3M | +0.2% | -11.4% | +11.7% | +0.1% |
| 6M | +0.4% | +52.2% | -51.8% | -0.3% |
| YTD | +8.5% | +60.4% | -51.9% | +7.7% |
| 1Y | +4.9% | +51.0% | -46.1% | +4.2% |
| 3Y | +47.9% | +135.6% | -87.6% | +40.2% |
| All | +77.0% | +106.9% | -29.9% | +65.3% |
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