+552.8%
XLP vs NTAP
+1,830.8%
-1,278.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +0.7% | -15.1% | +15.8% | +1.7% |
| 30D | +10.3% | -28.1% | +38.3% | +12.3% |
| 3M | +6.5% | -11.4% | +18.0% | +7.0% |
| 6M | +8.4% | +52.2% | -43.8% | +4.9% |
| YTD | +18.2% | +60.4% | -42.2% | +13.8% |
| 1Y | +22.4% | +51.0% | -28.6% | +18.3% |
| 3Y | +41.9% | +135.6% | -93.7% | +32.2% |
| 5Y | +40.9% | +107.5% | -66.7% | +31.8% |
| 10Y | +128.4% | +608.6% | -480.2% | +96.7% |
| All | +552.8% | +1,830.8% | -1,278.0% | +341.1% |
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