+124.8%
NTAP vs SPXS
-85.7%
+210.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.8% | -1.8% |
| 7D | +2.2% | +1.2% | +1.0% | +2.7% |
| 30D | -7.0% | +5.2% | -12.2% | -5.1% |
| 3M | +12.3% | -9.2% | +21.5% | +9.4% |
| 6M | +85.1% | -29.6% | +114.7% | +66.0% |
| YTD | +74.8% | -27.6% | +102.4% | +59.8% |
| 1Y | +52.7% | -36.7% | +89.4% | +34.2% |
| 3Y | +147.7% | -79.8% | +227.5% | +64.6% |
| 5Y | +124.8% | -85.9% | +210.6% | +54.4% |
| All | +124.8% | -85.7% | +210.5% | +54.4% |
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 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