+2,502.1%
SOXX vs NTAP
+2,066.3%
+435.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +3.0% | -1.0% | +4.0% | +3.5% |
| 30D | -3.1% | -7.5% | +4.4% | +0.2% |
| 3M | -4.4% | +14.6% | -19.0% | -10.6% |
| 6M | +52.9% | +91.0% | -38.1% | +11.2% |
| YTD | +72.0% | +73.7% | -1.7% | +29.7% |
| 1Y | +105.1% | +51.2% | +53.9% | +64.9% |
| 3Y | +220.6% | +146.1% | +74.5% | +105.0% |
| 5Y | +244.8% | +122.8% | +122.0% | +131.6% |
| 10Y | +1,537.1% | +585.5% | +951.7% | +531.2% |
| All | +2,502.1% | +2,066.3% | +435.8% | +305.6% |
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 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