+122.8%
NTAP vs SPMO
+145.0%
-22.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.9% |
| 7D | -1.0% | +0.1% | -1.0% | -1.1% |
| 30D | -7.5% | -0.7% | -6.8% | -7.0% |
| 3M | +14.6% | +2.8% | +11.8% | +10.0% |
| 6M | +91.0% | +24.4% | +66.6% | +52.4% |
| YTD | +73.7% | +24.2% | +49.5% | +39.0% |
| 1Y | +51.2% | +24.5% | +26.7% | +20.7% |
| 3Y | +146.1% | +155.6% | -9.5% | +1.4% |
| 5Y | +122.8% | +148.2% | -25.3% | -6.5% |
| All | +122.8% | +145.0% | -22.1% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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