+131.1%
NTAP vs SPG
+102.5%
+28.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -0.8% | -2.4% | +1.6% | +0.3% |
| 30D | -0.5% | -6.8% | +6.3% | +2.4% |
| 3M | +4.1% | +2.7% | +1.4% | +2.2% |
| 6M | +88.0% | +5.5% | +82.5% | +81.4% |
| YTD | +75.6% | +15.7% | +59.9% | +62.0% |
| 1Y | +58.9% | +20.9% | +38.0% | +43.2% |
| 3Y | +153.6% | +112.4% | +41.2% | +71.9% |
| All | +131.1% | +102.5% | +28.5% | +58.2% |
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