+626.9%
NTAP vs SPMO
+572.4%
+54.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -1.2% |
| 7D | -0.8% | +2.0% | -2.8% | -2.4% |
| 30D | -0.5% | -0.4% | -0.2% | -0.3% |
| 3M | +4.1% | -1.9% | +6.0% | +4.5% |
| 6M | +88.0% | +25.0% | +62.9% | +52.0% |
| YTD | +75.6% | +26.0% | +49.5% | +41.2% |
| 1Y | +58.9% | +28.7% | +30.2% | +25.5% |
| 3Y | +153.6% | +160.9% | -7.3% | +10.3% |
| 5Y | +127.6% | +147.9% | -20.3% | +3.1% |
| 10Y | +580.4% | +518.9% | +61.4% | +79.0% |
| All | +626.9% | +572.4% | +54.5% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling