+18,718.9%
NTAP vs SPG
+4,926.9%
+13,792.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +3.4% |
| 7D | -5.0% | +5.1% | -10.0% | -6.6% |
| 30D | -25.8% | +16.8% | -42.6% | -29.9% |
| 3M | -6.9% | +5.7% | -12.5% | -9.0% |
| 6M | +50.0% | +17.8% | +32.2% | +40.4% |
| YTD | +66.9% | +30.1% | +36.8% | +50.4% |
| 1Y | +58.3% | +32.8% | +25.5% | +41.5% |
| 3Y | +145.1% | +137.2% | +7.9% | +76.9% |
| 5Y | +114.2% | +81.5% | +32.7% | +67.7% |
| 10Y | +576.6% | +116.5% | +460.0% | +341.2% |
| All | +18,718.9% | +4,926.9% | +13,792.0% | +3,334.0% |
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 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