+2,455.5%
SO vs NTAP
+23,420.6%
-20,965.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -4.6% | -0.5% | -4.0% | -4.6% |
| 3M | -3.0% | +4.1% | -7.1% | -3.2% |
| 6M | -8.3% | +88.0% | -96.2% | -10.3% |
| YTD | +3.5% | +75.6% | -72.0% | +1.4% |
| 1Y | -0.9% | +58.9% | -59.8% | -2.7% |
| 3Y | +45.4% | +153.6% | -108.2% | +39.8% |
| 5Y | +59.6% | +127.6% | -68.0% | +53.7% |
| 10Y | +156.6% | +580.4% | -423.8% | +137.4% |
| All | +2,455.5% | +23,420.6% | -20,965.2% | +2,217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling