+145.1%
NTAP vs SPG
+132.9%
+12.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +3.4% |
| 7D | -5.0% | +5.1% | -10.0% | -6.5% |
| 30D | -25.8% | +16.8% | -42.6% | -29.7% |
| 3M | -6.9% | +5.7% | -12.5% | -8.6% |
| 6M | +50.0% | +17.8% | +32.2% | +39.9% |
| YTD | +66.9% | +30.1% | +36.8% | +48.0% |
| 1Y | +58.3% | +32.8% | +25.5% | +38.8% |
| 3Y | +145.1% | +137.2% | +7.9% | +73.0% |
| All | +145.1% | +132.9% | +12.2% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling