+562.2%
NTAP vs SPXS
-99.5%
+661.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.0% |
| 7D | +7.2% | -7.5% | +14.7% | +4.2% |
| 30D | -18.4% | +5.3% | -23.7% | -15.4% |
| 3M | -11.3% | +9.7% | -21.0% | -6.2% |
| 6M | +53.8% | -4.6% | +58.3% | +56.1% |
| YTD | +72.0% | -25.8% | +97.7% | +61.1% |
| 1Y | +68.0% | -28.8% | +96.8% | +55.6% |
| 3Y | +149.5% | -80.2% | +229.6% | +61.0% |
| 5Y | +125.6% | -83.2% | +208.8% | +62.8% |
| All | +562.2% | -99.5% | +661.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling