+226.8%
SOXX vs NTAP
+165.5%
+61.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.7% | -2.3% |
| 7D | +1.4% | +7.4% | -6.0% | -2.3% |
| 30D | -3.6% | -1.4% | -2.2% | -3.2% |
| 3M | -10.2% | +24.6% | -34.7% | -20.2% |
| 6M | +54.2% | +105.9% | -51.7% | +0.7% |
| YTD | +75.2% | +88.5% | -13.3% | +19.6% |
| 1Y | +107.5% | +62.1% | +45.4% | +55.9% |
| 3Y | +226.8% | +169.1% | +57.7% | +88.4% |
| All | +226.8% | +165.5% | +61.3% | +88.4% |
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