+570.8%
NTAP vs SPY
+304.1%
+266.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | -7.8% | -0.6% | -7.2% | -6.9% |
| 30D | -25.8% | -3.7% | -22.1% | -22.0% |
| 3M | -11.2% | -2.7% | -8.5% | -7.6% |
| 6M | +49.9% | +2.2% | +47.8% | +47.6% |
| YTD | +66.9% | +10.8% | +56.0% | +49.7% |
| 1Y | +58.8% | +11.2% | +47.6% | +42.0% |
| 3Y | +140.8% | +76.5% | +64.3% | +28.3% |
| 5Y | +115.0% | +72.9% | +42.1% | +16.9% |
| 10Y | +570.8% | +304.8% | +266.0% | +24.5% |
| All | +570.8% | +304.1% | +266.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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