+2,616.1%
SO vs NTAP
+22,254.3%
-19,638.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | -7.8% | +7.6% | +0.1% |
| 30D | +8.7% | -25.8% | +34.5% | +9.6% |
| 3M | +3.4% | -11.2% | +14.6% | +3.6% |
| 6M | +3.7% | +49.9% | -46.2% | +2.0% |
| YTD | +10.0% | +66.9% | -56.8% | +7.8% |
| 1Y | +6.6% | +58.8% | -52.3% | +4.6% |
| 3Y | +52.5% | +140.8% | -88.3% | +46.8% |
| 5Y | +76.1% | +115.0% | -38.9% | +69.6% |
| 10Y | +194.9% | +570.8% | -375.9% | +172.8% |
| All | +2,616.1% | +22,254.3% | -19,638.1% | +2,364.3% |
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 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