+114.2%
NTAP vs SPG
+81.6%
+32.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +3.2% |
| 7D | -5.0% | +5.1% | -10.0% | -6.9% |
| 30D | -25.8% | +16.8% | -42.6% | -30.8% |
| 3M | -6.9% | +5.7% | -12.5% | -9.3% |
| 6M | +50.0% | +17.8% | +32.2% | +37.8% |
| YTD | +66.9% | +30.1% | +36.8% | +45.5% |
| 1Y | +58.3% | +32.8% | +25.5% | +36.4% |
| 3Y | +145.1% | +137.2% | +7.9% | +54.4% |
| 5Y | +114.2% | +81.5% | +32.7% | +44.1% |
| All | +114.2% | +81.6% | +32.6% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling