+247.9%
SOXX vs NTAP
+140.4%
+107.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.7% | -3.2% |
| 7D | +1.4% | +7.4% | -6.0% | -3.0% |
| 30D | -3.6% | -1.4% | -2.2% | -3.2% |
| 3M | -10.2% | +24.6% | -34.7% | -22.1% |
| 6M | +54.2% | +105.9% | -51.7% | -7.1% |
| YTD | +75.2% | +88.5% | -13.3% | +10.7% |
| 1Y | +107.5% | +62.1% | +45.4% | +46.1% |
| 3Y | +226.8% | +169.1% | +57.7% | +50.4% |
| All | +247.9% | +140.4% | +107.5% | +64.6% |
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