+68.1%
NTAP vs SPG
+34.3%
+33.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.0% |
| 7D | -16.1% | +8.2% | -24.3% | -14.7% |
| 30D | -15.9% | +13.5% | -29.4% | -14.0% |
| 3M | -1.2% | +2.2% | -3.5% | 0.0% |
| 6M | +70.1% | +15.9% | +54.2% | +73.0% |
| YTD | +77.9% | +27.6% | +50.4% | +75.2% |
| 1Y | +68.1% | +30.9% | +37.2% | +64.9% |
| All | +68.1% | +34.3% | +33.9% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling