+568.7%
NTAP vs SPXS
-99.5%
+668.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | +0.1% |
| 7D | -1.0% | +6.4% | -7.3% | +1.5% |
| 30D | -7.5% | +6.0% | -13.5% | -5.3% |
| 3M | +14.6% | -11.6% | +26.3% | +10.2% |
| 6M | +91.0% | -28.7% | +119.7% | +71.2% |
| YTD | +73.7% | -26.3% | +100.0% | +59.2% |
| 1Y | +51.2% | -34.9% | +86.2% | +33.5% |
| 3Y | +146.1% | -79.5% | +225.6% | +58.8% |
| 5Y | +122.8% | -85.9% | +208.8% | +47.7% |
| All | +568.7% | -99.5% | +668.2% | +55.4% |
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