+18,710.3%
NTAP vs SPG
+4,958.6%
+13,751.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.3% |
| 7D | -7.8% | +5.6% | -13.3% | -9.5% |
| 30D | -25.8% | +17.6% | -43.4% | -30.1% |
| 3M | -11.2% | +7.5% | -18.7% | -13.7% |
| 6M | +49.9% | +18.5% | +31.4% | +40.0% |
| YTD | +66.9% | +30.9% | +35.9% | +50.0% |
| 1Y | +58.8% | +34.1% | +24.7% | +41.5% |
| 3Y | +140.8% | +135.5% | +5.3% | +74.2% |
| 5Y | +115.0% | +86.5% | +28.5% | +66.8% |
| 10Y | +570.8% | +116.1% | +454.7% | +337.9% |
| All | +18,710.3% | +4,958.6% | +13,751.7% | +3,324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling