+127.9%
NTAP vs SPXS
-83.0%
+211.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.0% |
| 7D | +7.2% | -7.5% | +14.7% | +4.3% |
| 30D | -18.4% | +5.3% | -23.7% | -15.5% |
| 3M | -11.3% | +9.7% | -21.0% | -6.3% |
| 6M | +53.8% | -4.6% | +58.3% | +56.1% |
| YTD | +72.0% | -25.8% | +97.7% | +61.7% |
| 1Y | +68.0% | -28.8% | +96.8% | +56.3% |
| 3Y | +149.5% | -80.2% | +229.6% | +67.1% |
| All | +127.9% | -83.0% | +211.0% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling