+2,063.7%
NTAP vs SPXS
-100.0%
+2,163.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | -0.5% | +0.8% | -1.4% | -0.1% |
| 3M | +4.1% | -4.7% | +8.8% | +3.5% |
| 6M | +88.0% | -29.6% | +117.6% | +67.7% |
| YTD | +75.6% | -29.8% | +105.4% | +57.9% |
| 1Y | +58.9% | -38.9% | +97.9% | +36.9% |
| 3Y | +153.6% | -79.6% | +233.2% | +62.8% |
| 5Y | +127.6% | -85.9% | +213.6% | +50.4% |
| 10Y | +580.4% | -99.5% | +679.9% | +85.0% |
| All | +2,063.7% | -100.0% | +2,163.7% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling